First of all...is your dog neutered???
If not, getting him neutered may stop this behavior. If he is already neutered....well...the bitter apple thing is good for chewing issues, not so sure about territory marking issues...but it may help
Maybe you can buy new pillows for your bed and give him one of your old pillows that he has already marked? Possibly he will go for the old pillow and leave the new ones alone.
Interesting issue though.....never heard of this particular one before....sheesh.

sabby