When Lindsay was that age we used to put her in 2 fuzzy sleepers and not bother with other covers...called it double bagging. Much easier when we were travelling.
We have a double sleeping bag which feels kind of like being in a bed, so Lukas just sleeps in that with one of us and that works, in that it's harder for him to escape inadvertently and also easier to 'fix' if he gets cold.
But also it would be nice for him to sleep in his own!
Last time we went camping this summer, Sofie not only got out of her sleeping bag, but she moved onto Ross's sleeping pad. So he switched places with her during the night :) We also always bring warm pyjamas and an extra sheet to put on her at night, knowing she'll come out of her sleeping bag!
The wearing-jacket approach worked well enough this time, think we'll do it again for the next two trips. (Which will wind down the camping season for us, the weather should turn consistently rainy as of end of Sept.)
Prior to this year, we had super-giant warm pajama/sleepsack thing which made it not an issue... I bet the double-sleeping bag option would work well for us though, if we had one!
Also: impressive wriggling Sofie! =)