+1 for switching the radiator off in their room and sticking an oil filled radiator / heater with its own thermostat. Thats what we have done.
The insane layout of our (rented for another 8 months and we are moving) house sees the thermostat in the lounge which is a large single level, flat roofed iced cube with two arthritic radiators trying to heat the room. With the stat turned up to 30 there is no way that the room is going to reach that temp, or come to close to one which doesn't require the wearing of down jackets and hats, given the current weather conditions.
Last year we had a nightly battle of trying to set the central heating at the right level to keep the Beamlet's room at the right temp for what she was dressed in. Oh, and the central heating makes one hell of a noise as well so is night ideal to have coming on in the middle of the night.
So, get a heater for the room.
(our house sounds shocking and you may ask why were are living in it. Its an Army married quarter for which we are paying a pitance in rent for the reasons, and others, outlined above. At least the roof on our current one is water tight.)
Good luck with fatherhood - it rocks!