Yeh it is okay to let them sleep with them.
Cu doesn't always need it for sleep, but sometimes he does. Sometimes I try to stay up and wait for it to fall out so I can put it on the bedside. Sometimes I don't and I just have a spare.
And sometimes during his naps in the daytime, he will go the whole nap without dropping it.
Research shows that it may help peevent SIDS because they don't stay in as deep of sleep...yadda yadda.
But yeh, it is fine to do if it works for y'all. Sometimes Cu wakes up when his paci falls out. That's the only drawback I have found with letting him fall asleep with it.