I use Man***** glove shells, (i.e. just a windproof thin outer glove).
And I use military surplus wool glove liners in them. Don't use merino wool liners; They are too soft, and bunch up when you try to put them in the shell, (as well as being more expensive). Mil-surplus liners are stiff enough that you can leave them in the shell and put it on like a regular glove.