But given the risks of loose blankets, "it's the only way to go, " says Marilyn Maggioncalda, clinical nurse specialist in the neonatal intensive care unit at Hurley Medical Center in Flint, Mich.

WSJ: How to Swaddle an Infant Safely

The boys were all born at 31 weeks' gestation, so they face some health risks, as their immune systems aren't fully developed, said Krista Cato, a nurse in the pediatric intensive care unit of Children's National Medical Center in Washington.

CNN: Texas woman has 2 sets of identical twins