My first company was a DARPA R&D contracting firm and at one point we made our own EEG's. We solved some interesting problems but being in a helmet in a war is probably an easier use case than a head band that's comfortable to sleep in... What are you using for electrodes in your prototypes? Do you use an aerogel or the usual synapse paste? I can't imagine a consumer product would work for the later but maybe the former.
The state of the art for my old applications seems to now be micro/nano scale electrodes, from only a quick google. I've been out of the space for a bit shy of a decade so I'm interested to know how far it's come and how you're going to make the product comfortable.