My son is like this, what I have been doing (until now) is to keep the room in the right temperature for him and constantly check him when he is taking his afternoon nap and give him longsleeves sleep wear at night time.
If your little one is happy with sleeping bag, it could be a pretty good choice.
my sons are like this too.
I bought a thin sleeping bag from Wing On for the younger one in winter. The elder one, I just put him on thick coat and troussers.
Now when the temperature is around 20-25 C, I put them on long sleeved clothes, with a vest if cool.
I bought an air-conditioner with temperature control and set it at 25C and put them on long sleeved clothes in summer.
I am afraid of waking them up, so I don't usually check on them. But so far, their hands and feet are warm in the morning.