You have a familiar, yeah? See if they'd be kind enough to stay with you at night. That's kinda what I did for myself, back home... not really a familiar, but somethin' like it.
Just havin' them nearby as you fall asleep might help.

[Marnie does feel a little bad that this is the best advice she's got... but her nightmares basically vanished when she got her first Pokémon, so really, what else could she suggest?]