I had BF pillow around my middle with opening to my back and baby lying in front of me, or rugby hold to the side. I find though when baby can hold and move own head, much easier just to hold him/her without faffing with any pillow (this is admittedly my 3rd ).
Bfing in sling, IMO, only practical in ringsling ie Huggababy or Freedom sling etc, there are loads of them out there. Personally, I do not like doing it (quite like the sitting down having a cuddle thing, ideally with eyes closed - that's MY eyes ) but needs must when doing bed time on my own with 2 older DSs...