Didgeridoo specifically?, or any instrument that requires circular breathing https://en.wikipedia.org/wiki/Circular_breathing

There are also various simple tongue and throat exercises that can improve your sleep apnea that would generally be better tolerated by your neighbors than playing a Didgeridoo, see for example...

https://www.youtube.com/watch?v=wNscQ3bGxNk

...along with various other videos on that person's youtube channel (he's an NHS Sleep and Ear Surgeon).

Of course, there are lots of underlying causes of sleep apnea that vary between people, so what helps one person may or may not be relevant for others. Seeing a doctor in the field should be your first step if you suspect you are suffering from sleep apnea.