When I had a period of many bad dreams, I taught myself to hurt myself inside the dream to check if I was dreaming or not.
Worked like a charm. Everytime I started getting a bad feeling, I would poke myself in the arm(inside the dream), and that way be informed that it was only a dream. Funny thing is, I would say it out loud in my dream "Oh, I am just dreaming".
Not saying it completely removed the nightmare, but it calmed it down significantly. I still had a fear of seeing the things I could see in my dreams, but atleast I knew it wasn't real and that way had much better control of what was gonna happen next. Knowing that it was a dream, also helped me work out a method of getting out of it when I could not wake up. I simply imagined that I drowned myself in some water I spawned(??!!). That would most of the time, stop the nightmare.