The answer to how regularly is in a linked article: "So if washing pillows doesn’t help, is there anything we can do? According to Denning, if you haven’t got asthma, or a lung condition or sinus disease, then you should consider changing your pillow every two years. But people who do suffer from these conditions should buy a new pillow every three to six months.

Meanwhile, when it comes to how often you should wash bed covers, most experts recommend doing so on a weekly basis. As well as washing sheets, ironing also reduces the bacterial count of linen."

https://www.bbc.com/future/article/20240926-how-often-should-you-wash-your-sheets-and-pillows