@Tony @BattleDwarfGimli @Jonny i dont mean to brag but, i'm a bit of an expert in being lonely and trying to recreate the feeling of being held.
you could put a rolled up blanket behind a body pillow, wrap it, and roll over so that the pillow is on top of you and you can cuddle that and your body weight should keep the blanket somewhat tight around you, slight movements can emphasize the holding feeling aswell