Pillow
Other than the safety issue; and the "thin pillow issue" ;wherein you wakeup with the imprint of a pistol on the side of your otherwise handsome head, I'd say that there's a chance, under the pillow, that the gun will move around some, change position etc. When you reach for it.............and you're half asleep with an adrenalin dump in process, it ain't there, or there but different.....not good.
My problem is that I'm right handed and sleep on the left side of the bed nearest the door...havent yet been able to resolve the acrobatics involved in getting the pistol to hand gracefully.....however, whatever I settle on, I will "habitualize" the movement.