I wouldn't wrap inside a grobag - the bag is designed so they can't slip down inside it and end up with it over their head, the arm-holes are a part of this. There are things like woombies and such that are more wrap-like that they can't wriggle out of instead, which would probably work better.

Back from our CHN visit....Alex is now 7.705kg and 65cm long! I thought my arms were getting a workout from lifting him Everything else is cruising along nicely and the nurse was fascinated with his cloth nappies.