V.M.
I think you are on the right track offering her the blanket or bear, but i would try to find something that has a small rubber edge to it that would feel closer to what she feels when she is rolling a nipple. like an extra baby bottle or something, or a teething toy.
I would have a hard time doing it also, but i just wanted to say that yes, she will go ballastic for probably about two weeks but then the habit would be broken and no more thumb sucking.