I have 8 children, my first was 11 weeks early and all but one of the others were born between 2 and 5 weeks before their due dates. I have had a few sleepy nursers.
I see that you took your little guy back in for observation, so I'm assuming that he's not experiencing any apnea or bradychardia while he's nursing. Some preemies really need a lot of sleep to keep going. If you think about it, he's not even due yet. He's not really ready for full-volume sounds, visual stimulation or any of the things his little nervous system is being rushed into dealing with. If he were still in utero, he would be sleeping a lot and the stress of life on the outside is going to set him back a little from where he would be if he hadn"t been born yet. Balancing physical age with gestational age is confusing and every baby is different.
With all that said, try to nurse him as often as he opens his mouth! There are lots of little tricks you can use to keep him awake as much as possible. You can tickle his chin when he seems to be slowing down, give him a little jiggle, change his position, switch sides, play with his feet, change his diaper. For a while, you'll feel like all you do is nurse the baby! I had to use a commercial breast pump for my first baby and I honestly felt like a dairy cow! The more you nurse, the better your milk supply will be. Also, changing from breast to breast frequently during a nursing session will help keep your milk supply going. The bottle may seem easier, but nursing directly from the breast is more effective than pumping and he really will get more per feeding that way.
It's okay if he sleeps at the breast, too. You can wear a babysling and just let him nurse when he's awake, even if it's only for 2 or 3 minutes at a time. My #7, Elena, was like that. She is now 3 and a half and going strong!
I hope some of that helps. I'll be praying for you!