I have practiced lucid dreaming, i.e., waking up in a dream whilst sleeping. I was successful on many occasions, being able to remain conscious during the dream and even control it to some extent. Is there any value in this in a chela’s path, and is there any connection between it and "waking up in the cosmic dream?" I desperately want to wake up.
Paramhansa Yogananda does talk about being able to "take charge of the content of your dreams at will" (another term for lucid dreaming) and gives a basic technique on how to learn to do that (see below*).
However, to balance that thought, he also says that the primary reason for our nightly, subconscious dreams is to teach us that all of life is a dream.
Just as we wake up from our dreams and know that they were not real, so, someday we will wake up from our life of delusion and truly understand the "dream nature of the universe." This is a topic Yogananda returns to again and again in his teachings.
I applaud your desperation to WAKE UP from this dream-life, called maya or delusion! The best way to do that is to meditate deeply and daily, using Yogananda’s tried and true techniques of the path of Kriya Yoga.
*P.S. This technique is included in my self-published book called The Meaning of Dreaming: Paramhansa Yogananda’s Teachings on Why We Dream and What Our Dreams Mean. If you’d like to know how to obtain it, please let me know.