Nicky and Mel....
I have also started taking melatonin at night before going to bed. I read in an article that it is a natural form of headache relief. Seems to be helping a little so far! My night-guard is also made by my dentist and it fits over my two front teeth and kind of clicks in....so that I don't spit it out in the middle of the night. (Which is what I did with my previous one) I am on my 2nd one in a year...you are not supposed to be able to stretch them out...(it is made of some kind of hard material that the dentist shapes to your teeth), but somehow I ground so much that I loosened it up so that it wouldn't stay in anymore.
I know you were concerned about the cost of one from a dentist...I think mine was around $150...but I've seen advertisements for others that are better than the plain plastic mouthpieces. I'll try to find out what it is and let you know....maybe that would help also!