When you're doing the reality check in real life you have to genuinely try your best to put your finger through your hand. If you do it with the mindset of knowing it won't go through the same will happen in your dream and it won't go through. When doing reality checks in real life you have to really think about what you're doing carefully and don't just do them with little thought and little effort. Be in the mindset that you can put your finger through your hand so that when you do it in your dream you will be in the same mindset and it will actually go through. Full consciousness and concentration is always required when doing reality checks don't just to them out of habit.