Rule #1 - dress in synthetic layers, or wool.

Rule #2 - if you are warm starting out, then you are wrong.

You should be cold until you get your heart rate up. It sucks, but otherwise you will, as you have experienced, end up sweaty in cold weather which is potentially dangerous. You are trapping too much body heat with what you are wearing, so I would advise on the cheapest option which is cut half of those layers out. I wear one wind semi-permeable synthetic layer down to 30f and two layers including a wool blend and windbreaker below that. If it is bitterly cold, near or below 0 with winds, or if my route is covered in snow/ice which means I have to ride slower than usual, then I throw on an extra synthetic layer.