I'm at 36 weeks right now - I just got over the having to eat in the middle of the night. I did have heartburn for a while also - they say eating smaller meals more often helps with that. The baby developes so fast that it does need extras now & then... at parts of my pregnancy I didn't want to eat anything & had to almost force myself to eat, where as at other parts I felt like I was eating everything I saw all day long.
I've been trying to eat a bit more healthy by snacking on fruits, veggies, yogart, how grains & cereal bars, but I do still eat some cookies, cakes & ice cream.
Till the baby starts to drop the heartburn my continue, but if you watch what you eat - you maybe able to see if there is on or so foods that bother you more then others. Which if you are able to pinpoint the foods, then you can reduce the heartburn by not eating the ones that really bother you.
Personnaly - my issue is that I have been having pre-term labor issues (not false labor issues) for about 4 weeks now... so I have to watch what I'm doing. But 34 weeks is the safe mark and I'm past that & 37 weeks is considered full term, so I've almost made it to full term.
You're baby will be here soon... take care of yourself & do rest as much as you can. Oh, it is normal to feel more tired at your stage & till the end... since it is harder to get settled in & stay there, plus I don't know about you, but I'm up atleast 3 times a night to run to the restroom.
Congratz on the little one!