I had to wait for my cocoon to be delivered separately from my P&S.
So in the meantime, I used a load of blankets!
I used ds1's old cot blanket, and laid that as a thick base, then basically swaddled ds2 up in 3 blankets. He was toasty warm as I'd plugged the gap under ds1's feet.
HTH (and makes sense?!

) xx
John Nettles is my hero