Our three sleep in the bed with us as well - I have two that are always cold and sometimes I find them under the blankets, never noticed when they crawled under there (as a matter of fact it makes for a better sleep since I don't have to fight for the covers) my third is very hot and after a while she'll get down and will go to her bed. Gross?! I don't think of it much, they are clean when they go to bed, if not I'll give them a bath during evening. Love to snuggle with my snuggle bunnies.