I used to make my youngest blanket sleepers. The top was a jacket, with a long sack and closed with a soft velcro. He could keep warm but couldn't kick out of it. No pillow or quilts needed, just one warm little boy.
Easy to make too, it had 3 pieces, 1 long back, 2 fronts sewed up about 5 inches, then overlapped to the neckline. I haven't thought of them for years, and the original ones are long gone to his younger cousins. We are a family who "steps down" clothing, and sometimes it goes through 3 families. My sister's son was 2 years older than my last one, and our brother's 4 sons were just younger than my son, so things never were tossed if they could be used again.