Without discussing the exact thing, I have something intensely, intensely personal that emotionally I really need for my mental well being to have with me when I am buried. Would this be a big problem at an Orthodox burial?

First allow me to wish you with a long happy, healthy and fulfilled life. In regard to your question, I was told by Rav Ya'acov Roza Shlit"a, who is a world renowned expert in this field of Jewish law, that nothing is allowed to be buried with the deceased in the coffin (as is customary to be buried outside Eretz Yisrael) or next to the deceased when buried only in shrouds (as is customary to be buried in Eretz Yisrael). However, Rabbi Roza said that objects may be placed on top of the coffin or on top of the cement blocks when buried in Eretz Yisrael. The Jewish concept of departing from this world is that we no longer have our worldly possessions. We only have the merits of our good deeds. As it says in Kohellet (Ecclesiastes 5:14) " As he came out of his mother‘s womb naked so shall he go back as he came, and shall take nothing for his labor." Our Rabbis in the Midrash expounded this verse with the following parable: It is like a fox who found a vineyard which was fenced in on all sides. There was one hole through which he wanted to enter, but he was unable to do so. So what did he do? He fasted for three days until he became lean and frail, and was able to get through the hole. Then he ate and became fat again, so that when he wished to go out he could not pass through at all. He again fasted another three days until he became lean and frail, returning to his former condition, and went out. When he was outside, he turned his face and gazing at the vineyard, said, 'O vineyard, O vineyard, How good are you and the fruits inside! All that is inside is beautiful and commendable, but what enjoyment is there from you? As one enters you so he comes out.’ Such is this world... In the same Midrash the following is said in the name of Rabi Meir: When a person enters the world his hands are clenched as though to say, ‘The whole world is mine, I shall inherit it’; but when he takes leave of it his hands are spread open as though to say, ' I have inherited nothing from the world. Following this Midrash this is indeed the custom of burial. Once again I wish you a long and healthy life.