Well, of COURSE pinching one's self is how one wakes from a magic dream!
"What if they get hurt in other ways during the dream, or someone else pinches them?"
THAT is not pinching THEMSELVES, now, is it?
"What sense does--"
MAGIC! Intent matters with magic! Will must be asserted, an effort made!
"That... Sorta sounds legit?"
Which is good enough for magic.