The one I made was varying colors and wale widths of 8" corduroy squares front and back. It was very heavy (but incredibly snuggly) and I did not add anything in between. Depending on how warm and how heavy you want it you could use flannel, fleece or batting.
For ease of dealing with it, and as a stabilizing measure, I just tied at the intersections of the squares with variegated ribbon.
Please do be sure to use wider than usual seams!
Don't think I have a picture of it, but if I find one I will post it.