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.