But even if that's not how it works, I personally prefer to think he did it during the Longevity Dial exchange, rather than creepily doing stuff when Zhao Yunlan is asleep and without his consent.

It's really not impossible, but I also don't recall us being given any active indication that Shen Wei did anything to Zhao Yunlan while Zhao Yunlan was sleeping, except watch him. (Because that's his hobby! Every man needs a hobby for a healthy work life balance!)