Do you have lucid dreams?

I started having them recently, in the last year, after the death of a close loved one. I'm putting it down to emotional trauma but they are extremely weird. I've always had very vivid dreams but now I find that, in the middle of a dream, it's like my conscious suddenly kicks in and I know that I'm dreaming, actually saying it to myself. The dream then goes on for a few short minutes (REM sleep of course) but now I feel as if I'm in control and can direct the dream and question what is happening. Then I'm awake. I am also a sufferer of sleep paralysis. Are they related perhaps? I'd love to hear from anyone who's had similar experiences.