youre doing great WJ

do what works for you- and if youre both loving the snuggles to sleep- then its obviously the right thing to do! its just like when they are older and you lie int he bed with them and read them a story before bed. hes only 9 months old- enjoy him being your baby for as long as you can!! and especially since hes such a wriggler- enjoy the lovely gentle quiet times as often as you can i say!!!
and yes- a lot of sites etc say that you shouldnt cuddle to sleep etc, but brainwave trust also say that if you dont deny your child of a cuddle/physical comfort whenever they need it, right up to the age of 3 if necessary you certainly arent doing any harm! and also,looking at it from another perspective- since he is so active all day long, its just making up for the cuddles you might not get in the day since hes so busy exploring his world, so he actually NEEDS that quiet cuddle time with his Mummy