Allergic To Her Blanket

I have a 3.5 month baby that seems allergic to her blanket. I previously used a cotton swaddle blanket in her crib, but now she is too big for that. I presently use some handknit wool blankets since fleece is not considered a healthy material for babies. I know that this is not the best option, because she often sneezes in the mornings. And it definitely sounds like the result of an allergy.

Currently I can not find something better to keep her warm and still not cause any allergies. I would appreciate any recommendation on this topic.