This is actual solution for the question posed by the OP. I'll wear it under my bib shorts when the temp is to stay below, say, 35 F.
PZ Ws Gunde Short
Developed to keep you at the optimal temperature throughout any workout in fair , cold and windy conditions. Be Active Extreme Windstopper® is made of a thin, lightweight and elastic micro polyester fabric and Gore Windstopper® panels. Air-channeled polyester expels excess heat away from the body while filament yarns transport the moisture. The Windstopper® panels are placed in exposed areas, providing wind protection and freedom of movement simultaneously.