Windproof definately helps as do grouping fingers together. I have a pair of lobster claw gloves for when it gets really cold. However at 35F I have been wearing an Under Armor glove liner under my cycling gloves for my commute. I would probably switch to my Windpro fleece gloves if I was riding longer but thats still much lighter than the ski gloves you are wearing.
Also make sure your head and core are warm enough or your feet and hands will feel cold. Your body will sacrifice extremities to maintain you core body temp if necessary.
Craig