For the cover I used and old but in very good nick sheet. When I say old I mean "bought in the 70's" old. When I say "in good nick" I mean it was only taken out of the plastic packaging about 7 years ago and only used very sporadically since then. The pattern is very 70's though so I'm unlikely to use it. It's one of the reasons it has only been used sporadically.
The first step was to fold over the sheet and sew down the end edge. I then sewed about 1/3 of the way up the long open edge. I measured it against the folded duvet and cut to size. Then I sewed about 1/4-1/2 inch from the edge up the fold, to make all the edges be defined. I sewed the fourth edge completely, and on the still partially open side sewed about a third from the other end. This meant it was completely closed on three sides and the ends of the fourth side were also sewn, with an opening in the middle.
I stuffed the duvet in, I had it folded over into a half, then that half into thirds before stuffing. The last step was to close the opening. I used three white snaps to make the gaps between the snaps small enough the cat wouldn't slip inside the cover.
The pens mark the end of the sewn portions, and if you look closely you can see the snaps
Cat not using pillow.
ETA: Cat using pillow!