I'm also not sure you can build it.

DD1 picked her own at about eight weeks old. Would go bonkers kicking her legs and generally be beside herself with excitement whenever I wrapped her in a particular fluffy blanket. She still has it, still goes to sleep with it every night and she's nearly 5.

DD2 on the other hand, has resisted all attempts to introduce her to blankets (I thought it would be easy) or teddies.