I would give it a week or so. The fact he falls asleep without it is HUGE for him! It is the forgetting that he is over it and wakes up. the big thing is to maybe get him a lovey, blankie, special stuffed animal to use as a back up for comfort.
Both of my kids about this age latched on to something, my daughter a stuffed dog and a old tshirt she used to wear is her comfort and has been since going into a bed, that was at 2. She still sleeps with them both and is 7! My son latched onto a baby blanket and he has to have it at bedtime and he is four.
So try to get a easy new attachment, the doesn't stem from being a bad habit. A lot of kids have blankies and stuffed animals they use as comfort and I think it is important if they roll over and their new friend is there.
Do not go into his room. I know it is hard, let him cry it out a few nights, he isn't fully awake until you go in there and he will be a lot harder to settle back in with you there and talking to him. Just leave him be, it isn't easy but will be the best thing for him. I say too it is time for a big boy bed with a bedrail if he is trying to climb out! You can baby gate his room if you are worried, but both of my kids transitioned to beds within one night, the bedrail was a huge help in that transition!!!!