My mother-in-law made twin-sized denim covers for our two boys when they were young--just a whole bunch of 6" squares, with a backing of navy cotton.
She stitched in the ditch at each intersection (about 2" long) to hold the two layers together.
Although not much for warmth, they were great for those rough and tumble years. They've held together amazingly well (one is now on a college dorm bed, the other in an Army barracks).