Don't know about sheets but here is an eye-witness account of a demonstration by Bill Sykes of the "Fairbairn and Sykes" duo.
"And the other example, which I saw demonstrated, was after we did the combat pistol course, and all were felling (sic) rather over-confident with the knock-down power of the issued Colt cartridge, Bill called a greatcoat-clad sergeant over to stand at the fifty-yard target backstop. The 'target' stood with feet about thirty inches apart, hands in overcoat pockets, and holding the garment away from his body. A loaded 'Thompson' was set at repetition fire mode, and Bill tapped-off single shots that struck the center of the man's coat. At each shot I saw his coat 'flick' and I, like everybody present, assumed that the bullets just hit the multi-layers of cloth and dropped to the earth. Our greatcoats were double breasted heavy woolen material, with a same cloth lining, plus a heavy-weave horse hair-like spacer, so that's six layers.
"And the other example, which I saw demonstrated, was after we did the combat pistol course, and all were felling (sic) rather over-confident with the knock-down power of the issued Colt cartridge, Bill called a greatcoat-clad sergeant over to stand at the fifty-yard target backstop. The 'target' stood with feet about thirty inches apart, hands in overcoat pockets, and holding the garment away from his body. A loaded 'Thompson' was set at repetition fire mode, and Bill tapped-off single shots that struck the center of the man's coat. At each shot I saw his coat 'flick' and I, like everybody present, assumed that the bullets just hit the multi-layers of cloth and dropped to the earth. Our greatcoats were double breasted heavy woolen material, with a same cloth lining, plus a heavy-weave horse hair-like spacer, so that's six layers.