Emilia's strange preference when falling asleep

Since Emilia was 4 months old (adjusted), we have had to carry, rock, nurse, push the stroller, and even drive around the neighbourhood to help her fall asleep. We were planning to move her crib out of our master bedroom at 6 months but during the time she was sick, we had further sleep regression: she has been sleeping in our bed because it is easy for us to watch her and soothe her when she wakes up in the middle of the night because of her coughs.

But co-sleeping also gave me a chance to observe and discover how she acts during the time she is falling asleep or is in light sleep state. She wants her head to be nested around by pillows and rubs her cheeks against the pillows. She repeatedly turns her head from one side to the other until she finally falls asleep (which we knew she did in the crib even without any pillows surrounding her head). So last two days I put her down in our bed and put a pillow on each side of her head. Of courae this poses a risk of suffocation/SIDS and therefore I had to stay next to her until she fell asleep to transfer her to her crib. On one side it was nice that I didn't need to push the stroller for 40 minutes in our livingroom but it still meant she had to fall asleep somewhere else other than her crib since her crib doesn't have enough room for two pillows around her head. Today I tried placing the nursing pillow in her crib... and it helped her sleep. Of course I had to sneak in to remove it as soon as she fell asleep. Just looking at the picture, it makes me look like a horrible parent who puts her baby in a hazardous sleeping environment.

Any way this whole head nest thing makes me wonder why she prefers this way. I know back in her NICU days she always slept in a small nest the nurses made in order to make her feel contained and secure. Does she really remember that? Has she become accustomed to resting her head in a nest? I don't know. Whatever the reason, I hope I truly have found her preference and habit. If this turns out to be just another gimmikery that is going to wear off its effect in a week then I really don't know how else to sleep-train this baby.