Ok, it's turned cold here again (I live in a draughty Georgian vicarage) so I've put my hood back up and my wife has gone to bed with the cat. I've no idea whether these two things are related, btw.
Clearly there is a gap in the market here for indoor hats, as every solution seems to be wearing an outdoor hat indoors (the smoking hat excepted, but I gave up a while back).
Maybe I need to toughen up, as my dad was bald for as long as I knew him and never wore a hat indoors. He used to wear a beret on his bike though, much to my embarrassment as a schoolboy. Old army habit, I think.