Embroidery's pretty easy to do once things are sewn up. You can worm the needle and thread, and knot, through one of the side seams [A good way to make sure it goes through, and doesn't catch on the fabric is to poke the needle through backwards. But with something that small, it might take a little while to work the needle around inside it to get it poking out the right place. If you stitch back through the previous stitch, you can keep them fairly loose [ie, won't pull the fabric], but stop it from pulling and making the thread loose.
Aw, these are so cute! If only I found this a few months ago [i.e. preceeding winter]! A close friend of mine has a just-past-one-year-old, and was trying to find something to keep her warm in winter, as she loves to squirm in her sleep, and ends up kicking off blankets.
It's always hard to look at things when they're not in the finished stage.
What are you doing in lines of makeup, hair, and accessories? If you've got them plotted out, pin/tape pictures in place. I've learnt how much accessories and so forth can add to an outfit.
Perhaps adding some depth to the collar area. The base of the collar, from the front view, if you added gradating/radiating beading or something. Maybe something that goes from a deep red through to gold, to hold the flow of the outfit more. At the moment, the upper half is very gold, while the lower half is very red.