My newborn sleeps

My son is only a week old and he sleeps on his side, it scares the crap out of me. I don’t necessarily want to stop swaddling because im afraid he’ll get to cold, my husband mention rolling up to burping clothes an putting them at each side below shoulder level ( which we did with my first born but he was about 2/3 months when we did that) this kid is only 7 days old so I’m not comfortable doing that either. Don’t want to co sleep either bc that scares me just as much....... any suggestions?