Toto does that too and although she has lots & lots of PJ's & Jumpsuits, I just put up with it. It's a pain in the rear but I can't stand the thought of her being cold!
Even though the XS fits perfectly, I, too, roll the little legs/arms up and it helps. My bigger problem is when she goes pee, she invariably pees down one of her legs!! I am constantly putting dry jammies on her.
She has such short little legs, I suppose she is too low to the pad?!?
