Two thin layers usually keep a baby warmer than one thick one.
The pockets of air trapped between layers hold warmth. Thin layers also let you add or remove one as the day changes.
Air between layers holds the warmth Easy to add or remove one layer Less bulk around the arms and straps Simpler to adjust as the day warms up
Start with a thin base layer and build from there. You can always take one off if the neck feels warm.
One more layer than you
In the cold, the NHS and the American Academy of Pediatrics both suggest one more layer than an adult would wear, and the AAP suggests several thin layers.
The garments, in plain words
Bodysuit: a top that snaps between the legs. Vest: a thin bodysuit worn as a base layer. Sleepsuit: a full-length outfit with legs and feet. Sleep sack: a wearable blanket for sleep.
A bodysuit or vest makes a good first layer, since it stays put and adds warmth without bulk.