I seem to recall that Steve was trying to measure REM and deep sleep some years ago.
I wonder if this project might help, it's a HAT i.e. daughterboard that goes on top of the Raspberry pi 3/4.
www.crowdsupply.com
In the video the inventor has a "hat" or helmet that he constructed.
I wonder if this project might help, it's a HAT i.e. daughterboard that goes on top of the Raspberry pi 3/4.

PiEEG
Open source Raspberry Pi shield that measures EEG, EMG, and ECG bio-signals