Completely forgot about bone conduction (I was thinking bed side speakers disturbing your partner, or conventional headphones disturbing you), but still you need it strapped on - a slight discomfort. Also, since you mention measuring, there is another component strapped on (unless it is a fabric woven sensor). An image search on EEG produces cumbersome looking devices.

yeah, we've got soft fabric sensors and the bone conduction speakers are amazingly small. We're still working on comfort with our prototypes - but we're getting pretty good.

Our industrial design firm has nocked it out of the park with design, and we think there stuff will have a huge impact on comfort. Still needs to be tried.