Lucid dreams can be another treatment for nightmares where you fight off a bully, but do it aware at the moment that the whole thing is a dream. You might pinch your nostrils and see if you can still breathe. That's what lucid dreaming researchers call a reality test. In some studies, Leberge verified that participants were lucid dreaming by their movements or breath. If you're a beginner, you want to do these reality tests many times a day.