My son used to do this, too. Eventually he grew out of it.
Maybe you could start using a special blanket for every nap time at home (only nap time) and then use it when you go out somewhere? Maybe he will associate it with sleep and surrender to a nap.
Maybe you could start using a special blanket for every nap time at home (only nap time) and then use it when you go out somewhere? Maybe he will associate it with sleep and surrender to a nap.