The guidelines I read didn't distinguish between various sorts of cushions as potential mitehouses. But Kristin will probably know better, at the very least. But I supposed that they could make the coverings out of the same stuff as the higher end mattress covers. I don't mind the mattress cover I got, but it is noisier than I'm used to.
I think this question has largely been answered, but the bottom line according to my allergist and the research I've done is that there's no such thing as truly dust-mite proof pillows etc. That's why the covers (which are dust mite resistant) are so important--they'll keep the mites out for a week or so, and then they need to be washed in HOT (not warm) water. Lather, rinse, repeat. Getting rid of carpeted floors was the thing that helped me the most, but if you're stuck with them, frequent vacuuming with a good vacuum and a good air filter running will help a lot.
In terms of the noise--some covers are plasticky and loud, but much more affordable. I can't handle the noise, though, so I spent a little more to get the softer covers.