A.M.
Hi D..
I totally understand your concerns. My son did the same thing but almost from birth with almost any material he could smother his face in. He got attached to a certain blankie around 5 months old and would sleep with it over his face. I figured if he could get it there he would be fine. Before i went to bed each night i would take it off and with naps if i saw it was on his face i would move it next to him. I never took it away. He is almost three now and healthy as can be! My daughter is 9 months old and is also very attached to her blankie and i would never think to take it away. that just sounds mean to me. She sleeps with it and has since she was a few weeks born.
I would try not to loose sleep over it. But do what is right for you and your family.
Good luck.