Doubling up works, but not just casually - you'll need thicker needles and have to do your gauge swatch again, otherwise your sweater will end up too small or too loose. Better to work with multiple strands at the same time (two or three layers of merino), then you have more control over the tension and the result looks more even. A sweater from thin yarn won't be quite as cozy as one from thick yarn, but with two or three layers of merino you definitely get something warm - the upside is that merino's super good at temperature regulation anyway 🧶