In my dreams, I usually just pull a gun out of my pocket and start firing. Although, I would like to try a technique from a video game I played called Viewtiful Joe. In that game, there’s an ordinary person who can transform into a superhero using a special watch. His abilities are time-related, e.g. he can slow down, speed up, and zoom in to make his attacks more powerful. I want to try that sometime. So, how about everyone else?
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take care
Maybe chat with the monster or if you’re lucid make him disappear, my favorite way.
Treating them kindly actually helps quite a bit (it’ll stop reocurring nightmares good as well).
But, lets face it - that just isn’t as fun as pulling out a bazooka and blowing it up…
I haven’t had a chance to confront a nightmare monster yet, but if I do I’m pretty sure it would be something violent… hehe. 
One or two weeks ago a beanie baby bear, in a dream, came after me.