My kids were swaddled into their receiving blankets, too. The oldest is 42, and I learned to do it from my mother. When they started rolling over, the swaddling didn't stay swaddled too long.
My kids slept in blanket sleepers, but we used a blanket as well. Miraculously, all survived their infancy and childhood. The teenage years were touch and go...they would touch my last nerve and I would have to go!