There is an item called snuggle safe
Snuggle Safe | Snugglesafe | Heated Pet Beds
It looks like a frisbie, you heat it up in the microwave. It comes with a protective pad. It is supposed to retain heat all night. I am going to get one for my baby for next winter.
Oh,they also make a dog-like pillow that you can put it in. Just google snuggle safe.