In the early days i use to sleep Jesse during the day unwrapped or in the grobag and then wrapped at night. Then slowly made the transition to him having the grobag at night and just blankets during the day.
I think the grobag or other sleeping bags to be a better option than the wrap as i know every time DS got his arms out of the wrap he would cry. Least with the grobag theyre use to having their arms out etc