A common method I'd use to wake up from a lucid dream was by stabbing myself, but after a few weeks straight of lucid dreaming I woke up one morning and couldn't tell the difference from a dream and reality, I didn't end up stabbing myself but I was pretty close.

The reason I started this method was because I was having a nightmare in which I was not aware it was fake at the time and I ended up realizing it was a dream because the figure chasing me was weird and I just picked up a knife and lunged it at my self, pretty useful method.