We strip the complete bed weekly, change everything over and throw the used linen in wash.
Because I fold multiple sets and keep them in linen closet, they get pretty wrinkly, so I just use the steamer on it all. Even my older girls have started steaming their fresh linen.
Edit: we have no pets, but have a 4 year old. Also we work shift work so our bed is slept in sometimes 24/7 rotating between DH and I. And I've been sweating lots while pregnant!!
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