Re: the heat problem, my parents gave me a sheep woolen duvet a while ago (Texeler brand, kinda local to NL though) - it's not a knitted or scratchy contraption, it's a duvet like you know them. However, it's a lot heavier than normal duvets (about twice as heavy I'd gauge), and it's perfect in terms of heat regulation - even in summer I can sleep under the covers without feeling too warm or sweaty. I think the problem with the heat of weighted blankets as mentioned here is down to the materials used, non-permeable plastics and glass and the like.
Silk Duvets, which are filled with layers of spun silk instead of feathers or foam, are much cooler than non-silk equivalent tog(weight) duvets, so you get the comforting weight of a thick duvet but without all the heat. We've had Mulberry Silk duvets for many years and I can totally recommend them.
Oh my god, I had a wool duvet for a while and it was seriously the best. The wool is a natural fiber which allows the humidity to escape, leaving you warm but not sticky.
Be careful with the outer shell of these, though – no use getting a wool duvet with a polyester outer shell (or polyester duvet cover!)
I saw one blanket that was made with chains sewn into a light sheet/blanket. Seemed like a much better approach than the bead based ones. Was way too pricey though.
