My poodle is like that, has his own blankie he sleeps under and he likes to cuddle against my chest. I keep a "warming throw" on the couch that turns itself off after 10 hours. He and my chihuahua sleep on that all the time. They let me know when it's time to turn it on, too! They cost $30 at Wmt, but may be cheaper somewhere else. I also made a big dog bed with two of the cheapie fleece blankets sewn together filled with batting scraps. It is very fluffy and they love to snuggle down in it, also.
I keep a mattress warmer on my bed year round to help with my arthritis and fibromyalgia, it helps me and is their favorite place to nap.