Pure wool and newborns

I am currently loving merino wool longies on my newborn. I'm keeping my fingers crossed, hoping that he won't develop exzema, like our #2. The exzema wasn't caused by wool, but once it was established wool made it worse.

I'm a fan of wool (need no convincing as to its benefits), but I don't want to go too crazy in advance just in case it turns out I have someone who's sensitive either to wool or to lanolin. No particular reason I should, since there's no family history that I know about, but it would be a real pain to have lots of lovely knitted things I couldn't use!