I used to have them semi frequently, but haven't for many years, even if I fell asleep having to pee.

My least favorite pee dream that I can remember was from when I was a child. I don't really remember many of the details, but I know that I was in a submarine and I think there were mercenaries trying to take it over. Also, it was slowly flooding.

I was young and it scared the hell out of me. The moment I woke up I went to an appropriate receptacle and peed. For a long, long time I made sure to void everything before I fell asleep.