Jacob used to do the same thing and would get cold as he'd be out from under the blankets, so we put him in a sleeping bag. He still roams all over the cot.

I'm sure there are things you can buy that stop them from rolling over etc (like little roll-type things) if you want to do something like that. When Jacob first started doing this, we were having all sorts of problems with his sleep, but it was all developmental and just a stage that he went through. Now he rolls over and curls up and gets himself into all sorts of positions, but he just keeps on sleeping (most of the time!) LOL.