Remove CPAP MASK while sleeping

I started using a CPAP in June. I have the nasal pillows mask. I am feeling a lot better, averaging 4.5 hours on the machine per night. Here's my problem: I always wake up without my mask on. Sometimes I even had the presence of mind to turn the machine off during the night without remembering it?! Sometimes I wake up during the night because my mask is off and the air blowing out of the mask is loud. I find the mask behind my bed or on the floor. I have tried taping the mask on, but the tape itched too much. I tried wearing a slip-on anti-snoring chin strap that I bought before I was diagnosed over the CPAP mask. My unconscious self still pulled it off. She is evil and crafty. I would love to get more benefit from the CPAP therapy, but I can't get my sleeping self to leave the mask on. I'm desperate enough to invent a straight jacket type chin strap. Does anyone have any advice?

I use a ResMed AirFit P10 nasal pillow mask. The straps on it are essentially non adjustable and I had trouble keeping it on. I now use a Breathewear Halo chin strap that I put on second after the mask. I find it does a good job of keeping the mask in place. I also tried a Nike swim cap that was made out of nylon and lycra (not silicone). It worked even better in keeping the mask on. However it was a bit too small for my head and I would wake up each morning with some pretty significant marks on my forehead, so I abandoned that idea.

Hope that helps some,