My DD was FF and we had the dummy. It was a life saver. As for sleeping i never expected anything of her. We demand fed with her so she woke every 2-3 hours around the clock for a feed. Expecting a 1 month old to sleep longer than a few hours between feeds IMO is expecting too much.

I suggest keep the dummy even until 6 months when you have a routine established i think now is too early for that, he is still settling and getting to know his mummy and daddy

Don't fret it won't be like this forever.