i usually am able to wake up from dreams very easily. whether i’m lucid or not. usually its as easy as not liking a dream and i’ll automatically wake up. recently though, i had a dream where i couldn’t wake up no matter how hard i tried (and i tried very hard cause it was a nightmare). i eventually just killed myself to wake up 
Has anyone else had to wake up the hard way? (like causing harm to your dream self) how did you do it? 
That happened to me on my very first lucid dream, which was when I was four years old. It was a nightmare, so I wanted to get out of it quite badly. The vacuum cleaner was possessed by some demon, and it came after me. 
I ran around screaming “I want to wake up!!!”. I did this for about 15 minutes, all the time running away from the homicidal vacuum cleaner, until I somehow managed to move my real hands. I used them to pry my eyes open, thus waking myself up.
You try laying down and falling asleep in your dream?
That’s supposed to work well. I’ve done it once by accident… jumped on top of my wife while she was sleeping (in my dream) and upon lying down again I woke up.
Watch out for false awakenings though… i’ve had some experience with that as well.
If you’re lucid… then maybe i’d try and face what ever is making it a nightmare.