I roll up my coat and use that or use the edge of my bag, which whem made to the right thickness is comfortable, a bit like one of them japanese headblocks they use for sleeping.
They always remind me of a neck block from an autopsy table. Comfortable though.
Another one is to repurpose the foil bags out of boxed wine. Make a good pillow, doubly so if you have a few drinks out of them before retiring for the night. But you can use just air in them or if carefull you can fill them with.liquid.
Sent via smoke-signal from a woodland in Scotland.