K used to do this too, not because his hands were cold but because he likes to put his hands down his pants and um... explore LOL. He often does a poo as soon as he wakes up, so hands down the nappy is not good!! We got sick of going in to find a poo smeared cot so we put a couple of stitches into the armholes to make them a bit smaller so he can't get his arms back through.
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