First of all, when people talk about legs going to sleep, I ask them whether they are sitting on the top of the pillow or on the side of the pillow. I'll show you my pillows: one harder pillow on the bottom, and then sort of a soft floppy one for the top, then I turn it around into sort of a diamond shape, and turn it over and I put it under my spine, so that I'm on a slant. This tends to lift up the spine and helps to make the spine straight and helps me sitting on a slant like on a little bench. If I sit on the top of a pillow, my legs go to sleep. If I sit like this my legs don't go to sleep. Whether it will work for you I don't know, but you can try it. In the Burmese style, it's the same sort of thing. However, when I sit in the Burmese style, I put a pillow here under my hands, it's the same sort of feeling, to make sure that the back is straight. Because if you sit in the half lotus, you see that it helps bring the hands up higher, and this helps to keep the shoulders back and the back straight.
You can also see whether you're leaning forward. That's possibly why it comes; when you're feeling sleepy, sometimes the body leans forward. Perhaps it's more of a tendency when you're feeling sleepy to be leaning forward, and this tends to cut off the circulation towards the legs. So maybe that's why; when you're more sleepy there will be more of a tendency to do this. And to have your back straight is also helpful.
If none of that helps, please talk with Steve. He's one of the world experts, and he's still walking around after 30 years of meditating with legs falling asleep. He can give you a more experienced understanding of this if you ask him.