Hi maskedrose,
Welcome to the Mattress Forum! 
I’m guessing that means your Tuft & Needle mattress – I’m glad it’s still performing well for you.
No, you’re not breaking any rules! There is a pillow thread here that you may wish to browse through with its links. There’s also a sheet and bedding thread here with quite a few links. If you scroll to the bottom of the component post here, you can find some nice DIY pillow options that may be of interest to you.
I don’t maintain a listing of pillow suppliers in certain areas, but there may be forum members here who have their own experiences with stores in the NYC area that they would like to share with you.
I hope that helps!
Phoenix