I had been having some jaw pain. My dentist told me I would have to get some expensive headgear after telling me my teeth were grinding shorter. My dad said we could get a moldable mouth guard from a store, instead.
You had to put it into a hard plastic mold and drop it into a pot of boiling water, then mold it in your mouth for several minutes. Unfortunately, it didn't fit very well and was painful against my gums. After about a month it was disgusting because cleaning it never seemed to clean it completely. I stopped wearing it. Thankfully, I no longer have the jaw pain, so perhaps my teeth have stopped grinding.
I have seen advertised mouth guards that are supposed to be more comfortable and do not require boiling it to get them to mold.