I'm so glad you brought this up. I have a hair covering tip that I have found to be so helpful, and have been meaning to share it with my LHCF sisters.
I sleep "wild" I've been told. I roll all around, and no matter how I tie my scarf on, it will either be totally off my head or ridden up in the back so that my nape is rubbing all against the sheets, etc. Either that, or I tie it on so tight that I get pounding headaches which keep me from sleeping.
DH is not trying to buy an all satin bedset, and my head doesn't stay on the pillow. What to do?
Well, I took a satin pillowcase and turned it inside out, so that the silkiest part is on my hair and the less slippery part is facing outside. I stick my whole head in there, gather the excess fabric up around the top of my head, and affix it with a rubber band. I meant to cut a slit in the rear and sew on a length of lace to help it stay on, but haven't gotten to it yet, and it miraculously stays on perfectly this way!
Some big hairstyles like braids or if you sleep on rollers (tho I don't know how anyone could do that!) just WILL NOT all fit into the tiny scarves you buy at the BSS. This is a good alternative.