Ashura: He hates sleeping alone (and when he has to, he sleeps curled up), and clings mercilessly to whoever he's sleeping together with. Canon says he squirms a lot and talks in his sleep. All in all he's a very restless sleeper. He's cool with sleeping mostly anywhere nowadays, though, and he's too energetic to sleep any more than absolutely necessary.
Kujaku: The one time he's seen sleeping in canon, he's sprawled out all over the bed + Yasha's legs. He's a very light sleeper, though, as I imagine he'd have to be from an early age. Is fine sleeping anywhere and can go by fine with just a few hours of sleep.
Karyou: She has slept in the same room and bed pretty much every night of her life, and she still has some trouble falling asleep whenever she's had to switch rooms in Kiseki. She's also used to sleeping alone, in a room all of her own, so having people in the room or unexpected noises disturb her a lot. When she's feeling comfortable and safe, though, she's a heavy and peaceful sleeper and can easily sleep 8 + hours/night.
Mong Ryong: He's one of those obnoxious people who can rise and shine after two hours of sleep and still be in a disgustingly good mood. Keeps reasonable bedtimes, makes sure to get a sufficient amount of sleep whenever he can (which would be nearly every night in Kiseki). Cuddles anyone in the same bed as him, but doesn't steal any covers.
Koryuu: Sleeps like a log, and is out cold until lunchtime if you let him. Doesn't really cuddle in his sleep, but is fine sleeping together with his catgirls. Woe befall them if they try to wake him up to do more than cuddle, though - when he's sleeping, he wants to sleep.
Fuu: Goes to bed early and wakes up early - always gets her eight hours of sleep. She's a calm, quiet and fairly heavy sleeper, with good bed-sharing manners. Canon says she sleepwalks, though.