I tried this with my baby girl and it worked wonders. She would also kick the blankets off of her and then would freeze, since we live in a temperature-controlled apartment. Have you tried a sleepsack? I looks kind of like a gigantic sleeper but it's not footed, it's all open for their feet to move around. Just a thought.
We've thought about that. The main thing with him, actually, is to keep him semi-immobile. He seems to wake himself up easier if he's able to move around. I think for now we're going to keep swaddling him. Every time I've gone in to get him and his blankets are off, he's actually been laying on top of them. Plus, we usually get to him within a few minutes.