Sanji hadn't woken more than to look over his shoulder at Zoro when he came in the room. He probably wouldn't even remember doing that much when it was time to get up in the morning.
The presence at his back as he fell back into a deep slumber was a familiar one. One he couldn't normally sleep without anymore. The way Zoro snored--rythmic and consistent--was reminiscent of the sounds of waves and machinery on the oceans he grew up on. The feel of the arms comforted him and prevented the nightmares of the Hell that was their two years apart.
The presence at his front was a welcome one. Noctis smelled good. Lingering sex and sweat and smoke. That, the warmth the other provided, the feelings of trust, and the comfortable curve of his body made Sanji wrap his own arms around the dragon, and thread their legs together, both in and over the blankets. The purring was the icing on the cake, and if at all possible for a human, it seemed like Sanji was purring back.