Many users have reported experimenting with different options - the most popular being a soft u-shaped neck pillow, massage pillow or "piercing pillow".  If the pillow is placed inside a pillow case, the pillow case keeps the pressure off the ear and the pillow case is just enough pressure in the open "u" area of the pillow to support the Earbud from falling out.  Other people simply roll up a soft towel, creating a u-shape for a similar result (inside a pillow case).