S.S.
We've done a lot of these ECFE separation classes, and the teachers have usually been the best allies in getting the kids to warm up. A couple of things that helped:
1) find an activity that your son loves to do, but don't let him do it until it's time for you to leave. It acts as sort of a precial incentive, like "this is something special you get to do with your teachers." In my son's toddlin' tykes class that was bubbles.
2) My son's lovey was a burpie (just plain ol' burp cloths). When he got older, it worked for us to cut a piece of one, and put it in his pocket for him to feel whenever he was feeling lonely. Less to worry about than carrying around a whole object that can get lost or taken by another child. And it didn't draw any attention either. Of course, we had a dozen burpies and they were interchangeable, so this probably wouldn't work with a special blanket unless there are already tatters hanging off that you could sneak off. :)