Sleeping with blanket on face

Elizabeth
Does anyone else's little man sleep with the blanket on their face? 
My little man can't sleep unless the blanket is on his face. If I put him to sleep without a blanket he wakes up after a few mins screaming and if I move the blanket he does this, moves it and holds it there. Should I be worried? 
It's so adorable though, doctor says I should put him to bed without it but he won't sleep I've tried many times. 

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