You lead the frightened criminal away at gunpoint. Your plan is to torture him mercilessly, keeping him on the brink of death for as long as possible, then letting him recover enough to be tortured some more. You lead him into a small cabin, apparently uninhabited, and begin by...
"Wait," comes an ethereal voice, "you're going to do what now?" When you look again, Dream is beside you. "I think torture might be taking things a bit too far," he says. With that, he begins to dematerialize again, along with the rest of your dream, until all that's left is...wakefulness.