My DS (now 9 months) was a very windy baby who grunted and wriggled through the night in his cot- we ended up sleeping him on his side where he seemed to be much more comfortable. When we co sleep (every night from around 3-4am, and whenever he is sick or we are on hols), he also sleeps on his side facing me and I have never had to deal with wind when we co sleep. He is a much more settled sleeper in our bed overall. Side sleeping doesn't meet SIDS guidelines, but it has really worked for us.