Somehow, I'd like to attempt to play her game. Horse Adventures AWAIT!
While certainly cliche, the "it was all a dream" / Inception trick is basically the nuclear option in a DM's arsenal. Many people talk about it in jest, but few have the balls to pull it off in a real game, and even fewer have survived the ensuing blowback from players driven mad by the sunk cost fallacy.
Also...and I'm not entirely sure why, but for some reason we've done several comics involving horses (such as this one), though this is the first one that hasn't involved Epona.