I'm well known among friends and family for always having cold hands. It's rare that I meet someone with hands colder than mine, other than my mom. I used to move one hand, then the other beneath a blanket, but I've recently found that that doesn't work so well. At least compared to this other method I've found.
The problem seems to be that my shoulders leak a ton of heat when I have a blanket over me. Try using two blankets, one on top of you like a regular blanket, and (this is the important one) one over your shoulders and arms like some kind of cape. If you only have one blanket, make sure it covers your shoulders and try to cover your legs with some of it as well (assuming you want to use it as a blanket). It works like a charm. Something like this (please forgive my amateurish paint skills):
Strangely, I don't even need the red blanket to cover my arms; with it just covering my shoulders, I get really warm and toasty. In case you can't decipher my amateurish paint drawing, the red blanket wraps around behind my neck and covers my arms from the top. The green blanket goes under the laptop and over my legs.