Well, since our heating/ac vents are on the ceiling, my kitties can't cuddle them. But I have found Jax curled up in a blanket (if you are friends with me on FB I have a picture of him as my profile pic right now). He was missing and we couldn't find him anywhere. LOL I've never found Paizly under blankets or on warm things.
Taz used to sit on my computer. And he would love it when I would rub his ears to warm them up. Jax lets me do this sometimes too. He is so much like Taz in little ways.