I have! They're fun to make, use up scraps and have other uses, too. The ones I make don't have a built in pillow, though.
The ones I make have a little handle in the center of the top. A sturdy piece of ribbon works well for that. The handle makes it a 'draggable'.
They act as nice travel size pillow cases, too. The wooden puzzles for little kids store well in them, and the handle means you can hang them on a hook or over a hanger. When I give a small child a stuffed animal, it is usually in its' own little sleeing bag, too.
Have fun making them.