That's exactly why you set sleep timers when you plan on napping with phones on. I set mine for 20 minutes, keep the volume moderate, and doze off. IEMs help in this respect as they simply do not need a lot of volume to silence ambient noise.
It also depends on how you sleep; if you're a roller, then design's imperative. I have a pair o E4Cs which are by no means meant for sleeping, but the way I rest my head and the fact that I'm the twilight zone after slipping into rest means zero trouble as far as durability issues go. If I'm feeling particularly antsy, I just use my cheap modded jvc marshmallows.
However, I have a bizarre habit of subconsciously taking the phones out when they're done playing, wrapping them lightly, setting them neatly on a desk, and waking up in the morning without remembering a darned thing. At least I *think* that it's me.
Or many it's some magic audio goblin watching over my gear =\