My first was a wriggler too, she'd get out of anything we wrapped her in, I bought her a roll device from safe n sound. It's two rolls with material attached in between that bubs lies on, worked a treat to hold her still then I used a blanket on her. I think they're about $30 from big w . I found it also stopped her from moving up and down the cot as well.
Hope this helps,
Snoopea