Here's the best way I have found to minimize my discomfort and maximize my CPAP therapy. I don't claim it will work for everyone but for those that it does, this can save you a lot of trial and error along with lots of sleepless hours.
Unfortunately, when I first tried side sleeping I had a great deal of shoulder pain. Being slightly broad shouldered and having a long standing rotator cuff problem, I expected all that to be a problem. I initially decided that side sleeping was out of the question for me. Fortunately, I found a way to work around the situation and allow me to get the side sleeping benefits and still have most of the back sleeping comfort. It's not rocket science but still worth sharing.
I place a large firm pillow against my back and in alignment with my torso, starting just above my hips and running up toward my shoulders. I place this pillow in such a way that when I roll over against it, it supports my torso comfortably in a mid-way position. That allows me to stretch my legs out just like I always enjoyed doing when sleeping on my back and not have the problem of leg crossing that side sleeping gives. It still allows me to keep the side of my head planted on my regular pillow and get the benefits of side sleeping as far as apnea is concerned. Although it amounts to an overall torque of 90° from my legs to my head, it's spread out over every possible joint so that no one joint bears enough torque to cause discomfort. It also spreads the weight between my shoulder and my back so that I no longer wake from a sore shoulder or an arm that is numb from lack of blood flow. I sleep in this modified position all night long and have not been bothered with having to reposition myself to get comfortable like I used to do when first trying to side sleep.
Although not necessary, I also use a 4" mattress topper that has a 2" layer of medium support on the bottom and a 2" layer of memory foam on top. That helped somewhat with the shoulder pain relief. I got that before I tried the modified sleep position and although it helped, it wasn't the total answer. I also tried a firm "side sleeper" pillow and it wasn't the answer either but is now used as the "large firm pillow" mentioned above. For me at least, it took all the elements working in concert to get me the comfort I need to deal with side sleeping. I actually now like this modified position better than my old favorite "back sleeper" position. It must be comfortable since I wake up in the morning in the same position I fell asleep in the night before.
If you're a back sleeper or even a "toss and turn" sleeper, trying this modified side sleeping position is well worth the effort if you want to maximize your therapy, minimize your pressure requirements (easily 2 cm wc less, making for less mask leaks and less strap tension) and get as much bodily comfort in the process as is possible.
I can understand that this may not work for everybody since various back, shoulder and neck conditions come into play but I just wanted to share my experience in case it might save a few people from some of the grief I had along the way.