Effort must be made in the waking state and the self realized, here and now.—- Maharishi Ramana.
I have been doing this practice for 36 years and found it right that you can not do practice while sleeping. And your walking stage is a good opportunity for meditation. And as Maharishi said that self realized here and now, it is very true. Self realization is not a thing which is hidden in the well, it is your real nature. By efforts, we have to remove only obstacles. We have to remove only our thoughts which are in our mind. It is like as clouds cover the sky and we cannot see it. But when there are not clouds we can see blue sky. Likewise by practice, we have to remove our thoughts, then we can find the bliss which you are! That is why real Gurus told you that you are not body you are not mind but you are that.