OK Jenna got a pillow about 3m ago (15m or so?) because she loves it. Like absolutely loves one. Its a big thing for her.
She also went into a big bed about 6w ago too, so she no longer has the grobag.
I am really surprised that the grobag isn't warm enough for her. We dont heat her room at all, and the 2.5TOG has been great all through winter.
Have you thought about buying some flannel PJ's? I think they would be warmer than a grosuit, and you should be able to buy some cheaper ones now with summer on the way.

I think we have a warmbod as she doesn't like snuggling under blankets at all. Would rather be on top of them, and hates socks on in bed.

I dont know if any of this helped, but I am sure that our 2.5TOG was plenty warm enough in a room that was likely 15-16deg?