I have a set of somewhat fluffy (fleece?) gloves that keep me reasonably warm-ish up to about -5/-10C. I also have a set of thin, wind-proof cross-country skiing gloves (I think it's these ones:
https://www.mec.ca/en/product/5034-3...tweight-Gloves). In cold temperatures, I wear them underneath my warmer gloves. That keeps me comfortable down to -20C and further. In mild temperatures, I just wear the thin gloves. Modular system.