They both love to burrow, though they each react differently if there's nothing to burrow under...like if I'm lying on my bed rather than in it and don't have a throw close by. Tango will nose and nudge around, then just get on my lap or by my side almost under my arm, curl up in a tight little ball, and settle down.
Jazz on the other hand will nose my shirt up and get under that, curling into a ball on my chest under my shirt. She is very determined! She has even been known to crawl up my pants leg and curl up against my calf. She MUST burrow somewhere, it's like a compulsion with her. If she truly can't find anywhere to burrow, she will whine pitifully, all the while looking at me with those big, limpid eyes, imploring me to give her a blankie.
She is SUCH a drama queen.