That’s what I do, close the doors on the blanket. There is a skill to this, too since the blanket will wick rain into the vehicle if the ends are inside, so you want to have small folds caught in the door and the ends hanging outside. If the blanket is wet and freezes it will be stiff, which is amusing, but it won’t stick hard to the glass, maybe just a little but it comes loose easily.
Thanks for the pointer on avoiding "wicking" of moisture into the interior. The sun melted some of the snow off the F150 windshield, but left a very heavy layer of ice over the driver's side. Even the spray on deice liquid isn't touching it this evening. We're on the way down to -6 F. The sun just set, so temps will be dropping quickly.