Kim, Jude LOVES going under covers. In fact, we'll throw a small blanket over him in the living room, and he'll sit there and try to guess where the noises are coming from. So we have this "lump" moving around the floor. If you rub where his nose is, he'll do the little butt up in the air ready to attack thing.
He also loves my closet...I have a lower bar, so the clothes hang down to the floor. Jude will go in there and walk in and out of the clothes, back and forth, sort of giving himself a little rub down.