I try to turn inside the bag. I figure that I've created a good loft of insulation above me, and if I turn, I'll possibly squeeze out warm air and/or expose the compressed insulation from underneath me, possibly letting in cold air. If I turn enough to where i'm breathing in the bag, I twist as little of the bag as possible.
Or, my theories could be a bunch of hooey.
Quilt systems might work well...