Monorail, if I were you, since you have a good deal of control in your dreams, I’d resist the temptation as much as I can, in the dream.
This is what I do. I’ve once or twice given in to temptation during a lucid dream state, but the vast majority of the time, I resist the urge to let the dream’s lust proceed. Like you, I’m aware of what I’m doing in the dream and have a good deal of control over it.
In the situation where I have no control, I just try not to think about the dream afterward.
The result of resisting temptation in a dream, for me, is a very strong emotion of grief, loss and disappointment. I hate the dreams that include temptation and the possibility of resisting. I do resist in the dreams where I control, and it is a miserable thing to do. But, as you know, we can do it. And because we have that much control, morals naturally are involved.
This situation is, to me, similar to the moral situation where one has sexual fantasies. If the fantasy just chases its way through your mind, you’re not at fault, for you had no control and you did not indulge in dwelling on the fantasy. But if you indulge in the enjoying the fantasy’s thoughts and images, dwelling on them of your own choice, then one is at fault.
If you’re in control, resist the temptation in the dream. That’s the most morally obvious thing to do. To the extent that we have control of our thoughts, we should always seek to glorify the Lord with them.