Not OP but we sound very similar. I wear a CPAP as well as a night guard. My dentist ordered me a "Max Occlusal Guard H/S Daytime" - it covers my upper teeth, has a hard outer shell and a softer lining. It's very thin and I can use it during the day (as long as I'm not talking) to prevent bruxism. I've used the cheaper Amazon ones - the ones from your dentist are well worth the cost.
My dentist created mine, in house, using his 3D-printer (after scanning my mouth with a stereoscopic camera). I am not sure which type of plastic is used, but I wasn't satisfied with the purchase until we had tried different [softer] plastics.
I prefer/recommend the flexible plastic type, which doesn't last as long but is so much easier to make a habit of wearing (because it is comfortable, unlike the solid plastic which was difficult to <snap> into place around teeth).
The flexible form-fit is so much better than my previous attempt at an off-the-shelf sport mouthguard (the type that you boil and then bite down on == sucks); it doesn't ever fall off my teeth during the night, and requires me to intentionally remove it before morning coffee.
For $350 I get a few years of quality sleep — worth it! I keep a second mouthguard in my toolbox [blue collar electrician] for when I'm experience stress on jobsites...
If you attempt body pillows, get TWO (so when you roll to other side you don't have to wake up in order to swap pillow placement). But the dental guard ($$$ — worth it, IMHO) is the best solution on my list (I'm sure CPAP is ideal, but if I ever even could fall asleep, I'd wake up de-masked).
Things that've helped:
1) Using body pillows to force sleeping on side, which straightens the neck (versus face-down) — also lessens low-back pain
2) DENTAL GUARD (a 3D-printed plastic insert which form-fits my teeth, slightly opening jaw-angle/mouth)
3) Losing weight — YES, sleep apnea is worsened by excess weight
4) Pseudoephedrine (an hour before sleep) — but be careful cause too much and you won't ever sleep
YMMV; I am not a doctor (just fat guy with apnea).