I have some older REI shell gloves that have goretex windproof liners and a thin fleece lining. I use some knit liner gloves within the shells.

Similar to these shells, or these.

The liners get pretty damp if I start to heat up on climbs. It's nice to be able to remove them and rinse them out after the ride. I've also taken out the liners if the day warms up.

My fingers are still cold in the mid-30s with this, but I usually wear heavier gloves than most riders even when it's 50F or 60F.