I'm quite sure that if you applied a certain fragrance before sleeping every night you could classically condition yourself to associate the fragrance with falling asleep. For what it's worth, I could see it possibly helping people who have trouble falling asleep. The "subconscious working" during sleep is probably a myth. There is practically no data on sleep that conclusively supports anything even remotely Freudian.
Moreover, anyone who actively tries to find out "if their sleep is sounder", "if they feel more refreshed" and so on are liable to experience the effects of their own expectations--period. The placebo effect. And the fact that it's self-reported doesn't help either.
Finally, let's not forget: the plural of anecdote isn't data.