As a very young child, when my mom finally had enough of me crawling into bed with them after a nightmare, my father did me one of the biggest favors anyone has ever done for me. He taught me to lucid dream (though I had no clue what I was learning). To lay there a half moment after a nightmare woke me, and say "no, that's not the way it is." and fall back to sleep with self directed prompts that encouraged the dream to take a new direction. After a while, I learned to lay in bed for an extra 10 or 20 minutes in the morning, continuing dreams, both good and bad, to a satisfying resolution. Eventually (and this took YEARS of multiple nightmares almost every single night due to abuse that occurred after my parents split up) I learned to recognizing that I was dreaming mid dream, and decide right then that something different WOULD happen.

I cannot say that it always works. Sleep Paralysis plagues me some nights, since I reached middle age. I'm not as practiced as I used to be, since I eventually resolved the issues of my childhood and rarely have nightmares now, though bad dreams are still fairly frequent (and yes, there is a difference in scale).

But if you have frequent nightmares, this may be a tool to put in your kit. The more you practice, the better the results.