I taught myself to shout my way out of a nightmare. It was during my days as a heavy drinker when 'sessions' would last for a few days followed by the inevitable 'cold turkey' The nightmares would usually come on the 2nd night of the 'cold turkey' period.
I don't have that many nightmares these days but i have warned the neighbours on both sides not to be too alarmed if they hear me hollering in the wee small hours.