Move curtains closer to wall = warmth
 

I have a sliding glass door and a 5ft x 4ft window in my living room that for the last 7 years has had the curtains 4" to 5" off the wall and window sill.
Until Yesterday.
I took the curtains down and reattached the hardware next to the wall for the picture window then adapted the sliding glass door curtain rod by dismantling the rod holder, discarding one half then re drilled and bend the other half to allow the curtains to be mounted 1" off the wall, causing it to lay snug over the the door frame.
It feels warmer in the living room with the reduced cold drafts, glass is a huge cold sink that is acting as a refrigeration device most winter days and all nights.

Successful it was, i could post pictures but probably its not necessary, just have a look at your curtain situation and see what can or should be done to snug them up the the wall.
Ease of this mod from 1 to 10 is a 1, take the curtains off the rod , remove the rod then remove and reattach or modify as required.