New user with pillows

After having a home study then in hospital study, they determined I have moderate sleep apnea. I’ve been using a pillow mask which fits into my nostrils but now they are so I rested I have the hardest time sleeping with this mask. I do use vasoline which helps in the beginning of the night but then all of a sudden I’m in such pain that I can’t wear the mask anymore. I’m thinking of switching but don’t know if I have to completely give up on the pillows? I’m looking into Dreamstation mask

Normally pillows do not go into your nostrils.. They rest below the nose with the pillows pointing up your nose.