M.P.
I suggest you have to Consistently require him to sleep in his own bed 9nce you start. If you allow him to return to your bed or continue the pattern he's had for going to sleep this will go on forever or at least for weeks. Make the transition quickly for both him and yourself.
Talk with him about sleeping in his bed. Involve him in what goes in the bed with him. Have him take naps in his bed, always. No back and forth.
Do that for a week or so being consistent that he uses his bed and you don't hold his hand or let him rub your back.. Don't insist that he sleep. Let him play in his bed.
Hopefully he'll feel a bit more comfortable But he may not. Then put him in his bed at night. Plan for several nights of him getting up and you putting him back in bed without comment. Over and over. Super nanny says to start with him in bed and you sitting near him on the floor with your back to him without talking. He knows you're near and he's safe while he learns that you mean business and won!t give in the his crying/screams. Most parents say it takes 2-3 days of doing this consistently for child to accept that he's to sleep in his own bed.
Teaching independence is an important part of loving him.