Acne.org Products
I have the 2.5% strength benzoyl peroxide that I got from this site and cetaphil as a moisturizer. I have moderate to severe acne all over my cheeks. I apply a lot of the benzoyl peroxide and have to wait a long time before it dries before I put on the moisturizer. The problem when I don't fall asleep on my back, I fall asleep on my sides and tend to move around a lot causing the products to rub off. How could I go about to keep them on while I'm asleep?
There is no way you could rub off the BP as it is absorbed into the skin. Anything left sitting on tip is just superfluous. As far as the moisturiser goes, yes this can be a bit of a problem and I experienced the same. I sleep on my side and find the moisturiser comes off my cheeks and they were pretty dry in the mornings in the early stages of following the regimen. Best way around this is to apply the regimen a couple of hours before going to bed if possible. that way the moisturiser has enough time to absorb better and even though some of it will still get rubbed off onto your pillow, some will still have absorbed.
Hope this helps, and best of luck with the regimen.
Ayeaye is right. Its being absorbed. I used to think mine was coming off too because my pillowcases were getting bleached but that was just my oil mixed with bp getting on it i think. I apply a thin layer of bp and i have no acne so its def working its magic.
My fix was buying white towels and sheets. 
I would say try and fall asleep on your back, I learned how to sleep on my back and I haven't stained my pillow in like a year (I have only been doing the regimen for about a week but I used epiduo which has 2.5% BP for a year before that). I notice that during the middle of the night when I'm sleeping I will still turn over and sleep on my side, and I wake up a lot on my side but my pillow remains clean. I think this is because during the middle of the night, it's been so long since I put on the BP that it has fully absorbed into my skin, so sleeping on my side won't cause anything to rub off on my pillow. But initially when I go to sleep, I always sleep on my back and my sheets/pillow remain stain-free!
You really shouldn't be applying so much that it's not even sinking in or perhaps you're not rubbing it in enough, it can take several minutes for it to absorb completely. The same goes for the moisturizer.
I wouldn't go to bed with excess Benzoyl peroxide on my face, the biggest reason is that this excess has a good chance of getting on to and in to your eyes, which will irritate them terribly.
My best advice is follow the dosage amounts exactly and take your time to allow the benzoyl peroxide to absorb completely.