.... she jumps on the bed, finds the end of the cover and pushes her head underneath and slowly gets under the cover and rolls herself up by my feet. I still don't understand how she can breathe under there (and sometimes she stays there till early morning).
My cat used to do the same thing before I got hitched: at that time I slept on a futon that I had lying directly on the floor. She occasionally did this during the summer, but more often during the winter. The place I lived in was an absolute dive, and when it got down to -20 to -30C outside it was something like 10< in the apartment. She obviously liked the warmth of the down duvet I used; I think we both liked the closeness.
Whenever I move, I place that duvet (now used exclusively as her bed) in an out-of-the-way corner in the new flat, and place her under it. Since cats don't like having their environment changed, this eases the move for her since the duvet is familiar, and she is covered and hence feels safer. After a couple hours she relaxes, comes out to explore, and quickly adopts her new surroundings.
Needless to say, the cat was less than thrilled while I was doing this, and so was I.