Covering part of the cage, top and a little on the sides, at night can keep off draughts/crossbreezes and help keep him warm.
Cheerios here and there as a treat are fine, but I wouldn't rely on them as a nutritionally viable main source of food. Look at the ingredients, there is also quite a bit of salt and sugar added. Keep in mind that just a few cheerios is actually quite a bit for a small bird.
