People who use rock and plays

We want to use the rock and play for night time sleeping because it's small and he seems to sleep well in it during the day. Right now he's cosleeping and Dr doesn't recommend that.

Anyway, when you put baby in it do you have them bundled with clothes to keep them warm and strap them in? Or do you put them in a swaddle? I know your not suppose to use loose blankets so we were just curious to how others put their babies to sleep with a rock and play.

Thank you