It depends on the type of massage I'm doing.
However, my clients are only likely to fall asleep when doing Holistic/Swedish massage.
In that case, I finish with my client prone. I pull the towel up to cover the client's back and gently blot any oil that remains on the client's back, while saying, "don't move, just relax and I'll get you a glass of water". Then leave the room to get a glass of water.
HTH,
Myarka.