My two year old just started using a pillow - she was a little later than I thought she'd be in doing the same thing with her blanket as your son. She is on the pillow half the night and rolls off to the other side of the crib for the other half of the night, from what I can tell when I check on her. Your son will be fine safety wise with a pillow now, and I wouldn't worry too much about him using it as a way to step out of the crib since crib pillows are pretty small, and they squish down anyway when stepped on, so he probably wouldn't get too far!! Though you never know with kids! If you are concerned, the netting is a great idea.