I think little Peaches was feeling the cold the other day.
I honestly found her like this on the sofa.
Then the other day I watched her do it on my bed with the eiderdown. She buries her head inside and then walks round and round till shes covered up.
I've come to learn more about these two dogs over the past few days. They have such funny things they do.

Sorry about the dark blotches on the photo but I broke the lens cover.