It's called Casual Canine Snowsuit and I got a Large since she has a deep chest. Normally, a large is too long but it has about a 3-inch slit in the back - just perfect for her tail to slide in and stand at attention :). I waited for a sale to get it.
Yeah, Cairo will do the same to a blanket in there if he can't get the door open. He hardly ever goes in the baby cage more than a couple times a week, no more than ten minutes at a time.