Method of insertion is key to being comfortable and them working effectively.
*****the fastidious look away now*****
Moisten the tip of your little finger and use it to moisten the ear canal. Don't put your finger in too far! Up to the first knuckle should be enough.
Then take the ear plug and roll it between the thumbs & forefinger of each hand as though rolling a cigarette to warm the material and elongate it. When it's about half as long again is about right.
Insert the tip of the earplug into the ear canal. The angle you put the plug in is important. You are aiming in, up and back. Our physiology may vary slightly, but if you think of it as a clock I find halfway between 10 and 11 o'clock works best for me. If you have the angle right it will just slide in smoothly.
Don't insert it all the way. Just almost all the way. The external end of the earplug flares. The widest bit at the very end should remain outside and provide a cover to the canal.
If the earplugs aren't returning to their default shape, or are becoming uncomfortable, or the surface starts to feel different even if they look clean, it's time for a new pair.
Edit - you can sleep on your side with them in. Once they're in right you don't notice them.