Thanks all.

That's interesting about the memory foam and I'll research it more. I noticed yesterday when I was feeding bub lying down in bed, that he had a tendency to roll towards me. Body heat softens the foam, so it created a gradient that I didn't feel comfortable about.

for those that are able to feed in bed and fall asleep, how do you handle wind? I'm about to start a specific thread on that, as wind seems to be our biggest issue at the moment. That, and how noisy a sleeper he is (which may be related to wind).

eta - re: swaddling. Bub sleeps best when swaddled tightly, even though he's a Houdini with his hands. However, I read that babies should've be swaddled when co-sleeping. Is that right?
We did all the wrong things then DD1 was swaddled, but we put her on top of the doona, rugged up warmly. DD2 has never been swaddled, but she goes on top in her sleeping bag. We used to have a foam memory mattress but we've moved on. You could buy a mattress topper if you're worried?