Hmm.  I don't think I'd characterize it as any "tricks" involved really.  If there's a trick to it it's staying asleep when you realize you're lucid.  One common way of dealing with it when you feel yourself starting to waken is to spin . . . spin like a top in your dream.  Isn't that odd?  Shrug.  But, that little technique effectively prevents waking and prolongs the lucid dream for a lot of people.