A.E.
My first born also slept with us much of the time and was in our room by necessity being in a l bedroom apartment at the time. When we did move to a house we first bought him a toddler bed which we put next to our bed for a few weeks. We then moved his bed down the hall to his own room. We gave him stuffed animals to sleep with and he had special blankets. I do remember laying next to him while he fell asleep for awhile but then we just transitioned to letting him fall asleep on his own. I hope this helps everyone is different maybe since he likes playing with your hair you could get him a stuffed animal that has hair like a pony with mane or something. I know it won't be exactly the same but if they have a lovey or object that can pacify them when mom isn't close by it is helpful.
Anyway good luck