Yup!! My Eek does that!! My daughter sleeps with him under her arm until I feed them their soft food! (I feed them their soft food at night because they're up all night, so I figure its their breakfast!)
My Pearl is that way, especially if I've been upset... she either hunkers down on my chest and lets me hold her there, or snuggles in beside me, under my arm. It's the sweetest thing in the world to listen to her soft little snoring as I fall asleep.
Tomas reminds me of a baby koala bear tucked up to it's mother's side and clinging. He slept with me all of last night, every time I woke up and looked over he was snuggled up. He does this a bit less now that he's older. Now if he'd only gain some independence and not have to be in my lap all the time (where he's currently at).