"thick blanket" is correct and usable in written English.
You can use it to describe a heavy blanket, for example, "I snuggled up in a thick blanket to watch a movie".
Her bed is covered in a thick blanket.
Then he hung a thick blanket across the entrance.
The snow was deep, a thick blanket of white.
The setting sun was reduced to a yellowish coin by the thick blanket of smog.
Huddled under a thick blanket, Larry watched the block fill with water, day after day.
Most days, the sky is obscured by a thick blanket of smog.
Even in late March, the mountain was still smothered under a thick blanket of snow.
A heavy gray dust was drifting down, covering everything like a thick blanket.
Adding a thick blanket of mulch after a hard frost helps ensure both things.
A thick blanket of plastic debris covers the beach in Sulawesi, Indonesia, near where scientists conducted inspections of coral.
A thick blanket of dust that was thrown up darkened the globe, affecting plants and other photosynthesising life.
