I went to Old Navy, Gap, and Children's Place this past week, and had no luck in any of those stores. Both Old Navy and Gap have what look like snugger fitting pjs, but they do *not* say "wear tight fitting", or "not treated with flame retardants", or any of the other usual things that would indicate crap free clothing.
Gap's website does say that shipping to Canada is "coming soon", although who knows when that will be! Soon, I hope!
I'll have to check out Hanna Anderson. I did find these:
http://www.snugorganics.com/sherpa-sleepers/ which are super cute and fit the chemical free requirement. Just $$$ though.
The leggings idea is a good one. DD refuses to sleep with any sort of blanket, and pulls socks off, so I like to have her in footed pjs, but I guess there are compromises to be made sometimes.
Thanks for all the suggestions, and I would love to hear any more you may come up with!