babies crying out in sleep

Does anyone have that issue? Mine crys out but doesn't fully wake up and just wants his paci if he wakes up enough to notice it's not in his mouth. I think he's dreaming and gets frustrated and wakes himself up & notices it so I have to get him a paci. Anyone else having self soothing babies that love paci? And if you do what's your opinion of the relying on it for sleep? Mine doesn't use one except for naps and sleeping at night. During the day I never give him one unless he's teething and needs the calming one because I can't hold him alllll day long on my hip. So I'm thinking it's normal for them to cry out or is it frustration because of relying on the paci?