Blankets in bassinet/crib with baby?

Ash • Married 8.2.2014. 1st Boy 11.24.16. 2nd Boy 8.27.18

So I know the rule is no blankets, but I can't let my baby get cold and he will not be swaddled. I tuck the blanket under his armpits and leave his arms out so he can't pull the blanket up over his face but his body is still covered. He's 4 weeks old so this works for now.

I worry more when he sleeps with me. He sleeps on my chest or on his side facing me. Both of those ways I feel he can't suffocate from a blanket.

How does everyone else do it?