The only thing I have to suggest is
1) keep putting him in the litter box over the course of the night;
2) Purchase Feliway and spray some on your bed covers;
3) Wash all the bed linens with an enzyme cleaner (like http://www.nokout.com
) - if any of his pee has reached the mattress, you need to soak that area (and I mean soak it). Let it sit for 10 - 15 minutes, blot up the excess (to the extent possible), and put down towels over it, and make the bed over that. Change the towels daily - it may take a few days for it to dry.
The smell of pee MUST be removed (and to kitty's nose, not ours), or it just encourages him to continue peeing there. Adding some of the Feliway scent should help discourage him - it has the wrong "markers" (it is a synthetic hormone that mimics the "friendly" markers in cats cheeks) in it.
But most importantly, praising him to high heaven any time you see him using a box is important. Cats learn best from positive reinforcement.