Very occasionally. I went on this self-celibate kick for a while, and I always felt really guilty when I would violate it in my dreams. I also would feel guilty about smoking.
I also tend to feel guilty about eating things I’m not supposed to eat, but only while in the dream itself. Once I wake up, I wonder why I didn’t just enjoy eating things I can’t have, as, half the time, I’m aware that I’m dreaming when I do it.