I agree. But even a thinner glove will help significantly. I usually where the Mechanix line of gloves when I shoot in the cold. Give enough dexterity to manipulate handguns, AR's, etc. and prevents direct content with cold metal and the weather.
If you don't have the luxury of pausing to warm up your hands for whatever reason, Outdoor Research Poseidon gloves are probably your best bet. They are definitely bulkier and not as dexterous but USSOCOM has been issuing these to SOF units for a while.
I wear the basic mechanix pull on gloves in multicam as my basic hunting and shooting gloves. Will typically stop thorns (at least on the palms and will blunt them on the backs), pinched skin and abrasions. Thin enough for excellent manual dexterity (I can load 22lr mags if I am careful!), because they are leather palms and pads I can type on my phone (carefully).
Works great down to about 50F to keep my hands warm.