When I was young - yes blankets made a very big difference in my ability to sleep....
A god technique is to switch between all the varieties, sporadicaly while they are growing up untill they are about 10.
Go with the light thin quilts for a month, witch to actual blankets, for another (Summer and Winter Times a good time to play with combinations of both)
Change fabric textures .. smooth cotton, abrasive woolly stuff, ,thick heavy stuff, thin stuff etc
Change Layers... do single layer thin, double layer tin, single thin + doona, etc etc
Change Bed layers... Wool then thin, thin only, thin then thick, thick the thin ..etc etc
Do every combination possible to - acclimatise the child into every condition - yes there will be restles nights, but after two nights without sleep - it didn't matter what I was on I would clock out ---alot of the time my doona(s)/quilts/spreads ,,and even my bed spreads/layers were on the floor in the morning.. and then my mum would just re-do them the way they were - like to teach me to 'GET USED TO IT -OR YOU NEVER WILL!"