We also put a hot water bottle in the next to me before bedtime and she doesn't flinch when we transfer her in 😊
I heard they get confused if they fall asleep somewhere different from where they wake up. So maybe try put him down when he's drowsy or about to fall asleep?
I use an electric blanket, put it on about 30 mins before she goes in it on high. When she goes in it I turn it to low for 5/10 mins until she's in a deep sleep then turn it off. Straight after she comes off the boob she goes in while she's half asleep and half awake.
We warm up the next to me with a hot water bottle while I’m doing the bedtime feed - maybe worth a try if you think he likes the warmth of your bed?