What has worked for me is “priming” my subconscious with a place/person/thing I want to incorporate in my dream, and then finding the nearest door in the current dream I’m in (doesn’t always work, sometimes I gain lucidity in an environment that does not have many doors, but often times my dreams are inside (aside: I think it’s easier for the subconscious to generate dreamscapes that are bounded)). When I open the door I can change environments to what I “primed” with a low risk (but not zero) of “popping” out of the dream (which for me involves the entire dreamscape going completely and infinitely white/blank).
I tried this once. It immediately popped me out of the dream.