@spikeymikie – I just wear it loose and let it do its own thing. It took a while to get used to and I’d often wake up tangled up in it, which was slightly disconcerting; but now, six month’s later, I’m completely used to it.
I do know that some people stitch new pockets into their jim-jams but aside from that I don’t really know. Hopefully someone else can be more helpful! 