Teapig
Yes cot bumpers are definately OUT due to SIDS/suffocation risk. If you really want to use bumpers you can get ones which allow air flow like these:
www.jojomamanbebe.co.uk/sp+airwrap-4-sided-bumper-in-bumpers+b6654
Or similar, we didn't bother, just another thing to buy.
Moses basket and cot sheets. I would go for no more than 2 Moses basket sheets, you can always use a pillow case if you have a bad sicky night and get through both! I would go for 2-4 cot sheets.
I wouldn't personally double the Moses basket mattress as I would be concerned that they have been tested and approved as safe using just the one. That's a personal thing though.
We have always used baby sleeping bags, some go from birth (or 8lb) and gro bags do a 0-6 month range. We use Merino bags, both the newborn & 0-2 years ones, they are VERY pricey, but last longer than the gro bags- you don't need multiple sizes and you only need one weight for 17-27 degrees so u don't think they work out more expensive.
gro.co.uk/
www.merinokids.co.uk/shop/gogobag-baby.html
You can get own brand baby sleeping bags from just about anyway including Sainsburys/Tesco but the Gro ones carry the FSID seal of approval. They look quite expensive online but are almost always on offer somewhere and TK Maxx often have them for about 60% upwards off.
If you don't use sleeping bags or not initially then 1 or 2 lightweight blankets, assuming baby is already in best and sleepsuit. Be careful big to let them over heat and do not cover their heads indoors.
HTH