This story appears in the author's collection Tales of a Traveller, Volume 1 (1824). The Schoolmarm
. . . My grandfather, for his part, got into bed, and drew over him one of those great bags of down, under which they smother a man in the Low Countries; and there he lay, melting between two feather beds, like an anchovy sandwich between two slices of toast and butter. He was a warm complexioned man, and this smothering played the very deuce with him. . . .