Your question assumes that there is a distinction between the two things, i.e. lucid dreams and sleep paralysis and that you progress from one stage to another. Whereas this is not the case.
It is possible to lucid dream without having episodes of sleep paralysis and visa versa. I had sleep paralysis for many years which were accompanied by lucid dreaming and astral projection.
I do know that some people attempt to deliberately lucid dream. This has nothing to do with sleep paralysis and there are various techniques that they use to stimulate the experience.
During your next episode of sleep paralysis, why not see if you notice that you are separated from your physical body. You may be able to see yourself sleeping or be watching yourself having the sleep paralysis experience. If so, then you’re lucid dreaming during the sleep paralysis episode.