Why would my Maltese act this way?

Ok, its kind of hard to explain, but when we sit in bed or on the couch Izzy would jump up, rest her front legs on our backs and proceed to start chewing our hair! Its almost like when dogs lay on a pillow or blanket, they scratch and pull at it until its comfortable or whatever. We have asked our vet and other Maltese owners but no one has ever heard of that behavior. Please help!!!:))