I used them, thought they were brilliant. DS was 6lb 8oz and found some at Asda for this weight, and they were much cheaper than the grobags.
Think that as long as you use the correct size for your baby and the tog for the weather then you will be ok.
DS HATED being swaddled but am going to try it again with no2, due in August. It may work this time, after all they are all different!
Have had a look on the SIDS website and can't see any warnings about using sleeping bags. I would always go by their advice if unsure as it is evidence based:
FSID Helpline
020 7233 2090
9am to 11pm, Monday to Friday
6-11pm on weekends and Bank Holidays
All calls are answererd personally by specially trained advisors. The Helpline is open to:
bereaved parents and their families
friends, neighbours and anyone else who has experienced the sudden death of a baby
health professionals looking for the latest evidence based advice on SIDS
professionals supporting bereaved families
pregnant women, new mums and dads looking for safe baby care advice
anyone else who has questions about the sudden death of a baby or how best to reduce the risk of cot death