Lucy - Quillows are so easy to make - i've made a really simple one for myself - literally a big square of polar fleece with a contrast panel on it to fold it into (usually lives in the car for when i have bro's kids and they want a blanket!) - or really complex - a panel about 1.5m square (quilted - or even a cot panel) with a layer of polar fleece or flanellete either backing it or as a liner (if you want to pretty up both sides) and then a contrast panel along the bottom edge that the blanket part can fold into.

i'm sure i can do up some more technical instructions if you need! mum and i had seen a friend with one, and just guessed how to make it and they turn out pretty well!