I think we must first Check what things are causing these demonic nightmares. Are these because of the scare horror movies we watch or these are because of the oppression we face because of the social agents as you mentioned.
We people should avoid fighting it, because it's almost impossible to win demons. Also, learn more about the dream. Once we realize it is a dream, we can literally face it. We can talk to it. We can ask “why?” and also we can say I do not want to see you anymore. It is our mind and our dream and I guarantee you that you are stronger than any other thing in your own mind.