I enjoy them only because most of the time when they happen, they come with a very high level of consciousness - so I am fully aware what it is and that my mind is in dreaming mode while body asleep. I trained myself to lucid dream for years and this is a by-product of that, I think, because some of the induction techniques for a lucid dream actually involve falling asleep consciously into the dream state, and that usually goes through at least some of that conscious transition half awake-half asleep.
The thing to do is relax as much as possible, fighting usually just makes it worse. Try to take a meditative approach: focus on relaxation and not worrying about moving. And if you can stay calm, maybe try to "observe" the sensations and hallucinations with your mind (if you get them) like a movie or something. I tend to get a lot of auditory hallucinations, some creepy but sometimes it's like listening to a TV broadcast or I heard extremely beautiful, "otherwordly" music as well - always thought wish I could write it down when I woke up... I also get a lot of the "intruder" illusions. And sometimes really weird tactile illusions, like floating or being on waves.
The best is to not fight to wake up but the opposite, try to relax and fall fully asleep if you can. Most like it'll land in a dream. It may also help to do something relaxing before going to bed, take the time for it.
Also if you really need to shake it off, I think many people find it helpful to first try to move their toes or something like that.