Hi chrisptx and thanks for your post. This can be a common problem for which I can think of two suggestions.
1. If the nasal cannula is applied according to the directions, the prongs of the cannula are inserted into the nares (naturally), and then the hose is draped around the ears and secured under the chin. In this installation style, the hose is not traversing the cheeks.
2. If you are utilizing another application method in which the hose runs across the cheek(s), you may want to insert a soft tissue/cotton/gauze pad between the hose and your cheeks. That might alleviate the 'face lines' you described.
Perhaps other community members may be able to relate their experiences with your expressed concerns.
I hope this provides you with some ideas for ameliorating your issue.
Leon (site moderator)