I've got the Sea to Summit brand thermal liner, which uses a hollow fibre called thermolite. I got the 'extreme' version which claims to extend the temperature rating by 14C, although I think the actual extension was somewhat more modest than claimed, and the liner weighs 400g which is a substantial fraction of the weight of a sleeping bag itself. But it may suit your needs.
Another method may be just to take thermal underwear or your winter riding cycling gear (assuming it's not too bulky) and use that if you find you're getting too cold. You can also use the gear if it's cold in the morning when you start out. Cheaper than buying anything too.