Something I tried testing once was practicing the guitar while in a lucid dream. I was really interested in whether I'd be able to practice inside a dream and see improvement outside of it. Unfortunately the one time I attempted this, the guitar didn't sound correct, and I woke up moments later. I'm still interested in whether it would be possible, but I unfortunately no longer have the ability to test it.
It should be feasible, given that mental practice seems to work in general (from both studies and anecdotes). When I've tried practicing piano in lucid dreams, I've found the wrong notes sounding even when I press the right keys to be distracting, but if you can ignore 'dream effects', the practice will probably help.
