All five of mine do it!

Max and Muffin are under the cover sleepers and they will circle and "wretch" up the blankets and/or bedspread to make a little tent they tuck under them to keep them warm.

Molly and Kirby have a "nest" of blankets they will dig and "wretch" at until they have it just the way they want it.

Carly just walks around and around until you'd think she'd be dizzy. Then I've seen her get back up and go the other way.

Silly creatures!!