Lots of studies have been done on breastfed babies in bed with their mothers, and it's very interesting that they respond to their babies quite differently to anyone else, including daddy. This is only the case with breastfeeding mothers - formula feeding mothers respond like other people and it is considered to be unsafe to bedshare with a small baby if a mother is formula feeding.
What happens is that the baby and mother go into a similar sleep cycle to one another, where the mother is waking more often to match her baby's sleep cycle and the baby gets in tune with the mother's breathing. This is seen as a really important safety feature for the baby. Because humans are born extremely prematurely (compared to other mammals) their breathing system can be not very effective and they can rely on regulating their breathing with the mother. It is thought that some babies who die from SIDS have got particularly immature breathing systems which were not able to kick-start themselves when asleep. Formula fed babies can be more filled up with hard to digest formula, and therefore may not be waking in a natural sleep cycle, and this is one of the reasons why, it is thought, FF babies are around twice as likely to die from SIDS.
So by having your baby in bed not only are you able to feed more easily, making it more likely that breastfeeding will work for you, which in itself is highly protective against SIDS, you are also giving additional protection from SIDS by your breathing supporting your baby's breathing.
Regarding rolling onto your baby, as I said at the beginning breastfeeding mothers respond differently to their babies to other people and they naturally, even in deep sleep, form a protective form around their baby. If the mother is unmedicated, hasn't drunk alcohol, etc, ie her brain function is normal (as much as it can be with a newborn!) it is virtually unknown for a mother to roll on her baby and even if she did she will be so aware of him that she will immediately wake up and all will be fine.
Keeping duvets and pillows away is important and you've got some good tips here on that. Also making sure that you baby can't fall out of bed or fall between the bed and the wall, or get trapped in any way. Safe bedsharing also assumes that neither you nor your partner smoke, at all, even away from the baby.
Going back to the sleep cycles. While a BFing mother will wake more frequently to feed her baby, hormones she makes when she feeds make her sleepy (one of the reasons you're finding it hard to stay awake... other than it being the middle of the night of course!) and the baby gets those hormones, too, so is more likely to drop off again. Studies found that despite the more frequent wakings, if the mother just goes with the flow, lets the baby feed and as the baby gets bigger and the mother more confident she can drop off to sleep once the baby is latched, in this case the quality of sleep the mother gets is much better than a non-BFing mother. So in fact, nature has set it all up pretty nicely :)