Here what they say about those sheets I found.
Comphy Sheets:
These spa sheets are made out of the finest microfiber yarn available, and exclusively developed to meet and exceed the demands of the spa industry. In fact, there are over 51,000 micro yarns in every square inch of sheet. Ordinary home sheets can have up to 600 threads in a square inch. And, since spa sheets must be able to withstand oils, creams, lotions and even mud, they need to be machine washed over and over and still hold up the highest of expectations and always feel luxuriant. Another aspect we loved is that the microfiber fabric is so much lighter, the sheets dry in considerably less time when compared to cotton or cotton blends.
Just found this interesting. They don't need ironing, they don't pill, and they feel great. And I don't work for the company, but I love their product.