These super-cheap headband/earphones
https://www.amazon.co.uk/dp/B09NPL7V7R/
The sound quality is surprisingly OK, they are more than good enough for Audible & podcasts, and you can comfortably lie on your side.
I bought them on a whim after considering options that cost 10x the price.
I've tried listening to speakers (can't hear when lying on my side), my phone (falls between pillows, gets tangled in my limbs), regular headphones (can't lie on my side, wake up with them being squashed beneath me). These stay put, are comfortable and actually work.
I won't wear them in public (for, hopefully, obvious reasons) but in the privacy of my own bedroom they've been a game-changer.
Did I mention they were only £17?