Hi Picky, I had exactly the same problem, apparantly its to do with the fact their sleep patterns are a lot lighter than ours so they wake up slightly a lot during the night.(does that make sense!)
Sounds like you're doing the best thing by keeping him in a grobag-I did the same as I just could not stop mine, now he's 8 months and decided 2 months ago he wants to sleep on his front-all the advice says not to let him but he can roll over easy enough on his own-at first I started stressing and going in every hr to turn him over-to no avail. I reckon he'll be alright, lol!!
Take care
:O)