Astral projection and lucid dreaming is closely related by my experience. In fact: A Lucid dream can cause a astral projection, since you are in a trance (theta brain waves) in both of the situations. To astrally project you will have to be in a sleep paralysis, and to have lucid dreams you have to be in a sleep paralysis.
did they cause any harm to you
Once I woke up and felt that I could not move my body. Not even a toe, a finger or the eyelids. I felt like solid stone. I felt like I was going to panic, I desperate wanted to move, but it was not possible. And I didn't know if I were dreaming or if I were awake, I were trying to focus, but my mind was blurry.
Another time I woke up from a dreams of demons living where I were, lying on the couch and I felt that something evil was in the room. I could not move, my body were like stone, closed in a coffin. Suddenly I felt something grabbed me and started to pull me off the couch. I tried to scream in panic, but all I could do was make a tiny "eee" in the bottom of my throat. Then I woke up on the couch again, and everything were the same, and I felt the same presence of evil in the room, but this time I was able to move and sit up. And I were confused for a long time what was real.
Another time I woke up on the couch and I though a friend had come to visit me, cause a person was standing in the room, but I could not see him clearly, so I tried to sit up in the couch and tried to focus. But when I grabbed the table, my hand went trough it. And I got terrible confused about it. And that is all I remember. I woke up a time after that again.
And I know that in the 2 last cases it was a astral projection because of my experimentation with lucid dreaming techniques. I know because it had no normal signs of a dream, but everything in the room around me were the same, and I had a awaken consciousness, not the type of consciousness that is common for dreams, where absurd things is normal and where nothing is questioned.
And I could tell a lot about what experimentation with astral projection brought me, but I really don't like writing about it. It feels like my mind is changing just when writing this, and I start to feel floating and distanced from reality. Still years after all that I can't connect to reality like I used to. I don't feel like I am sitting inside a room, I don't feel the atmosphere of the room, but more like I am drifting in a endless state of nothingness. Almost like the physical reality really is a curtain, with something else behind it.