It's very possible.

There are a few ways. Mostly psychic blocking. There's also going into a deep enough sleep state that you have bypass the dreaming stage. Either be deeper or lighter than that stage.

Another way is to become lucid in the dream. That's how my team was able to get out of Nightmare's trap after he got me. E made a portal back to reality and Handy-Man made a device to counteract sleep.