Wake to feed?

My little one is 3 weeks 5 days old. He has passed his birth weight and doctor said he has a good weight gain during the 2 weeks check up.

In the hospital, the nurse told me to feed on demand but 2-3 hours. I am not sure whether we should still keep the 3 hour interval to feed him, with that sometimes I will have to wake him up.

Can we let him sleep a little longer? Then we wait for his cry to feed him?

Also my boobs are often engorged..can I pump the milk out a little? It’s quite painful…