Sleeping on side

My one month old likes to sleep on his side. He doesn't roll over yet but because I co-sleep sometimes where I'm laying the bed sinks in which makes him end up going on his side right next to me. There isn't anything that's in front of his nose to stop him from breathing. My boyfriend doesn't like it though he said it doesn't look right to him and I should make sure he's on his back. So just wondering if he happens to move on his side is it okay to let him be like that? He's a light sleeper and wakes up over every little movement.