We have a drafty sliding door which I cover with a king sized quilt in the cold weather. It works very well, though you do have to watch for condensation from the glass dampening the fabric and then molding or mildewing. Maybe that's just our climate, but it's a sad way to damage a quilt.
I had a friend years ago that made a quilted sliding door cover, and put a "DriZair" unit between it and the glass for condensation. Worked great.