Dd1 has been in her big bed for about 3 weeks now & this is what I have been doing:
Firstly, she has a gate by her door. If you're not comfortable with the idea of the gate, I understand... but it might help with her coming out of her room.
Isabella still hops out of her bed as soon as I leave and will stand by the gate crying asking me to come back. I come back if she's getting distressed. If she just calls out for me then I let her be. If the crying is getting worse, I go to her & put her back to bed. I stay with her until she is calm & then I leave. She will either accept that its bedtime & will fall asleep or she'll come to the gate again & we repeat the process. The first week or so we had bedtime delayed as much as 1.5hrs but now its been around 30mins on an average.
Another thing I did was to introduce a nightlight & put it on a timer. Before this she had her light on a dimmer, which I would switch off as soon as she was asleep. The dimmer is still on & so is the night light when she goes to sleep. I tell her that if/when she wakes at night, she needs to hug teddy & try to get back to sleep without calling mummy. Most of the time thats what she will do... although we still have days where she wakes as early as 5.30am (actually about 4 days ago it was a record 4.30am), she opens her door and will wait by the gate until her night light will come on. We still have night wakings where she will call for me but all I have to do is remind her that its night time & her night light is not on yet so she needs to get back to bed. Do you think your DD would respond well to that idea? It all depends on how much she understands....
I realise though that you are probably far away from doing this cause she is used to having you by her side when she's falling asleep so I would try a more gradual withdrawal method, where you stay with her but also move yourself towards the door. If she wakes at night, again either stay on the chair or lay down on the mattress. Over a couple of weeks you want to be out of her room (by the door), sitting on a chair & her falling asleep that way. Then you could try sitting on a chair but before she is fast asleep try leaving. If she starts crying you could say "mummy's going to the toilet & will be right back" and then come back... and then slowly increase the time it takes you to come back until she is falling asleep on her own.
I personally wouldn't lay in her bed... i did that for 10mins one morning when we were waiting for the light to come on together & then I got "mummy sleep with me" that night & the night after. So rather than sleep in her bed, set yourself something on the floor (I am sorry I know you are pregnant & it might not be very comfortable...).
I wouldn't close the door & let her cry cause that will probably bring on more problems like SA, etc...
hth & let me know how you go
There is also a sticky at the top of the page,... success stories for big bed transitions. Have a read if you have the chance
Layla