So I’m in a bit of dilemma here, my fingers can never go through my hand, even when I am spontaneously lucid.
I have resorted to doing reality checks by holding my nose and trying to breath. My guess is that this make me do a spurt of breath in real life, thus waking me up every time.
Is it because I breath too hard or that the nose plug won’t work on me?
I don’t know why it isn’t working, but try something else like looking at your hands. If they seem strange that means you’re dreaming.
You’re doing the nose RC in a dream and then waking up? Is it possible that the realization that you’re dreaming is waking you up (i.e. excitement) and not the RC itself?
You can try to breathe slower and calmer. What I do sometimes is I take a normal breath in and then try to repeat it exactly while holding my nose shut. Otherwise you can try what Kache suggested. For me the nose RC is the most reliable (for many other people as well, in fact) and only fails when I’m not paying much attention anyway. The looking at your hands RC is my second best RC.
@Kache
Yeah. I tried. It didn’t work.
@mattias
Since I do it every single dream I don’t think that is really the case.
Probably it’s because the habit didn’t sink deep into me yet and only activate while I’m going to wake up.
I guess I’ll have to do RC more often.
Quality RC’s is even better than the quantity of RC’s.
What I mean is, each time you do a RC, you’ve got to make 100% sure that you’re not dreaming. What I always do is I think about what I was doing 5 minutes ago, and what I was doing an hour ago etc. If you can remember both, then you’re likely awake since most of the time in a dream you just begin somewhere without any past of how you got there.
I’m sorry if I’m a little bit confusing, just say it if you don’t understand 
Oh, and when you do a RC, try to really “believe” that it’ll work. Even the nose RC has failed for me sometimes because I did it too quick in a dream.
The nose one always worked for me and it is a really wonderful feeling as well! But as you are saying you try the nose test after you become lucid so maybe you woke up accidentally the first time and expect to wake up when you do it again, if you become lucid anyway, don’t do the nose test again. If you just want to see the wonder of RC in a LD i suggest flying or looking at your hands, I often get an extra finger ( even though I didn’t believe it irl before that)
Update gaiz
Okay, so I started doing way more noseplugs, and finally I got an LD. I immediately did the nose plug, and I didn’t wake up.
I go and do some more stuffs, but I woke up in the midnight, though.