We've done the same as above, for both our HL products. I think the ones that come with the rig are "for display purposes", and not really made for continued use. We bought a bed-in-a-bag set at Bed Bath and Beyond, including sheets, that goes really well with the existing decor. I kept the pillows that came with the HL in the loveseat drawer for guests. (If we ever have any).
E