It's very simple.  The technique is to attain samadhi while in the waking state 
of consciousness.  As such, one can also retain the samadhi state during the 
dreaming state of consciousness.  It is during the dreaming state that the 
yogic flying can be easily experienced.
 

 But MMY was pushing the envelope by saying, "if you can fly during the 
dreaming state, why not fly during the waking state as well?"
 

 

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