Normally I wear a pair of Isotoner insulated driving gloves. If the situation warrants, I put wool mittens over those, and in extremis, mitten shells over the liners.
The driving gloves are awesome, and thin.
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Member of the toughest, meanest, deadliest, most unrelenting -- and ablest -- form of life in this section of space, a critter that can be killed but can't be tamed. --Robert A. Heinlein