Has anyone done that one episode of spongebob where he walks through everybody else's dreams but with Nightmare? Like for whatever reason (out of boredom, curiosity, sensing the bad emotions) he goes through each of his gang's dreams and gets involved, intentionally or by mistake. It could be a fun way to explore each of their different views, you could get angsty with it and what their own personal worst nightmares are like (or just get silly with it, dreams can be strange and funny).

Could do it with Dream too, either going in to try and help people out of a nightmare or just wandering in to a nice dream by mistake and getting lost.