Every mom holds her baby in the way that works best for her. There are certain traditional holds, like the cradle, cross cradle, football and side-lying holds. If you can’t get comfortable feeding him while lying down, then don’t do it. Some women swear by that position because it helps them relax, while others find it awkward. Regardless of which hold you prefer, if it helps to hold your breast with one hand, than that’s what works best for you. There’s nothing wrong with doing that — just think of it as your special trick to help him eat.
As for the pillow, if he’s young or small, a pillow can be a big help. It raises the baby to the level of your breast so that you aren’t leaning forward to feed him. As your baby gets bigger, you might find that you don’t need the pillow anymore. Everything evolves over time.