I second the hand rubbing suggestion. If that isn’t enough, then try spinning, but make sure that you keep telling yourself that you are spinning. For some reason, spinning is notorious for leading to false awakenings.
Lucidity takes a lot of practice. Each experience in a dream is a chance to learn from our mistakes and afterward imagine how we would improve upon our experience. It helps (while awake) to imagine yourself in back in the dream and doing the things that you want to do while lucid.