Welcome to FT, wavelengths. As DYKWIA says, wear whatever you feel comfortable with. I wish BA would give PJs out on the LCY service as part of its "a bit better than CW" theme - it fits well there since the aim is for people to be able to go right to work and although there's the Marriott arrangement it's not quite like a proper Arrivals lounge. Personally, I changed into a pair of Lufty F PJs after take off and back before landing...they are not only comfortable for sleeping but thankfully they have zero external F branding.

Others changed too. Some just slept in normal clothes, but they were casual rather than formal - I didn't see anyone sleeping in a suit thankfully (having done that flying back from SFO in WT+ once myself due to my own poor planning, it's not nice or fun!).