I use grobags for Alex too, or sometimes the cheaper knock off ones. Definitely get them from ebay or other online stores as in the shops they're a bit pricey. A few of mine are second hand and you'd never be able to tell, they're in perfect condition.

Yay, Alex has finally got the rolling over back to front worked out! Now just to figure out front to back, because now he gets stuck on his tummy He's also grabbing toys dangled over his head pretty reliably now, unfortunately they all seem to be the noisy ones!