Some writer and artists would use the following:
Hold a key in one of your hands and hang your hand down by your side while you let yourself fall asleep while sitting in a chair (honestly this first part sounds the most difficult).
When you fall asleep—or rather the trance-like borderlands between awake and sleep— you should naturally drop the key (or whatever metallic, noise-making object) which should spring you back awake retaining some of that state you just fell into, or any insights sprung into mind during that state.
I'm sure everyone's had mornings where they woke up after dreaming but without feeling quite awake—it's related to that feeling that they'd chase.
Maybe someone has a link on hand to a better write-up about it. I don't.