I think (but don't quote me!) duvets can be used from a year. We switched at about 18 months I think (or maybe a bit later) - DS is a massive wriggler but I was surprised at how he'd snuggle down and has never woken from the cold (and he doesn't have heating in his room) Not sure about the cot sides - despite being a climber he hasn't attempted to get out of the cot and I'm hoping to leave the cot side on as long as safely possible (he's 25 months now - do you think we'll make it to 3?!) as the idea of a wandering toddler round the flat at night sounds hideous! I'm also guessing he'll fall out a lot as I usually find him sleeping in some bizarre position at night..
I had to lose the grobag at about 12 months as he just wanted to stand up and couldn't and constantly got himself tangled up in it. Cue fleecy sleepsuit which has been a godsend.
Like the idea of stay on bedding. I put a pillow down last week and the past two nights I have gone in and his head has been on it and he's sleeping soundly (and looks so so cute!). Think I'll wait until the autumn and it gets colder to try a duvet.
I also recommend fleecy sleepsuit (not in this weather mind!) so that DD can move around. I think pillow and duvet are allowed from 1 yr. We got them at about 19 months. (a nice lightweight one from John Lewis - expensive tho)
As for taking the cot side down - we tried that, nightmare. She wouldn't settle for hours, we had to put it back up so she'd stay in the cot. Good luck!