When it gets really cold Lloyd and Zelos will just wrap themselves in this huge, ugly, grey wool blanket, but it's also their favourite because it's just so damn warm and it was the first blanket they'd used to cuddle like this. Most of the time they'd just talk about—well, a lot of different things, really, like listing all the things they like about each other (which went on for a good two hours or so before they gave up because listing all of them was impossible, they'd concluded), antics with the party, inside jokes, embarrassing-but-laughable moments, and so on, before they fell asleep.
Zelos would always pet Lloyd's hair or rub his back when they talked and one of their hands was always intertwined, and it was pretty much just perfect. He loved the peace, the fact that the cold weather would let them cuddle like this, and he loved the blanket a lot too, mostly because he would've turned into Flanoir's latest ice sculpture if it wasn't there.
But Lloyd thinks, most of all, he just loves being with Zelos like this, and that's just so sappy but it's true so he doesn't care.