M.K.
my sister in law says she put an elastic band through the vent holes on each side then put them around their ears!, she is a bit crazy though, i also saw her tie a bandana around the binky and around their head to keep it in - i would not recommend either, this just made me remember her trying so desperately to keep the binkies in the mouths, she also would put about 10 binkies in the bed hoping he would find at least one of them!
my daughter likes a binky, but it falls out all the time, it is more trouble than it is worth, i would just throw them away and go back to basics, start the bedtime routine over again that worked before, as for him rolling and waking, very soon he will be able to roll back and put himself in the position he likes, some babies like to sleep on their bellies.
i did try the sleep positioner for my baby, i did not personally like it but it may work for you