I use to have a Chihuahua and Min-Pin at the same time, and it was the Min-Pin that was the blankie baby. Seems that breed all love their blankies more than a little!!
The Chi loved her soft little bed, but wasn't into blankies at all. My Yorkettes all sleep on top of covers. None will go under them at all, but they love blankies, so I have them all over.