Hmm I've never been able to make my myself lucid dream on purpose but I have had them it a few times. I remember one in particular where in my dream I was walking down the street and stopped and just said to myself "I'm dreaming" and then stretched one arm into the air and flew around like a super hero lol.
That website is interesting and I must look further into making myself do this more often, usually leads to a nicer sleep lol