You have to press in areas where you either have a great number of pieces (on kingside/queenside) or where the enemy king is weak. To create desperate complications you usually sacrifice to open up lines in that area (where their king is weak or you have superior force).
With only a few pieces left you can't force compications that aren't there. Be on the look out though for unbalanced endgame ideas like sacrificing a piece for a passed pawn or two, a rook for two minors, a queen for rook + something else. Sometimes you can create sharp positions that way.
I find myself stuck in games with few pieces on the board so I was wondering how I could create big tactical complexities over the board.