DD is 7 weeks old and not wrapped any more, as she doesn't like it. She sleeps in a grobag. We run a small water heater in the bedroom, and also we sleep in there too, so it doesn't get really icy. That said, it's definitely getting colder here as winter progresses.

We dress her warmly, and make sure she's wearing something with long sleeves and ideally with those fold-over flaps, so her hands are warmer in the night.

I reckon that she's better off in the grobag than she was under a blanket, because the grobag at least covers her shoulders well, which the blanket did not. She was always getting out of the swaddling anyway, so that just didn't work well for us.