I used some yarn I had left over in my bag - a really nice cotton and merino wool mix that I bought absolutely ages ago. He was super fast to knit and is basically just a long rectangle of stocking stitch with some ingenious folding and seaming that turns him into a little pyramid. If I were to make any more of these I'd try some funkier colours and different animals to see what works.
And speaking of experimental knitting, the boyfriend has now put me to work on some ideas of his own. Using this technique, he is having me knit superhero versions with the appropriate logos in fairisle. I'll admit, I've never tried knitting motifs before but after a few trial runs with some cheap acrylic yarn, I think I've got the knack now. They have tentatively been dubbed Super Sacks and hopefully our boys will have the cutest little collection of first superhero toys that are completely suitable from birth. What more could a geek dad ask for?