You can already get heated cushions, not sure about pillows though.
Sweet Dreams Electric Heated Cushion/Pillow/Heat Pad for Back Pain & Arthritis - Digital Control with 3 Heat Settings & Auto Safety Switch Off After 90 Minutes - 40 x 30cm (Beige, 40 x 30 x 14cm)
Sweet Dreams Electric Heated Cushion/Pillow/Heat Pad for Back Pain & Arthritis - Digital Control with 3 Heat Settings & Auto Safety Switch Off After 90 Minutes - 40 x 30cm (Beige, 40 x 30 x 14cm): Amazon.co.uk: Health & Personal Care
Old idea but good for oldies. Just use electric blanket not a mattress, and buy pillows online, there are a few choices.
You can already get heated cushions, not sure about pillows though.