I've been riding this winter with my cycling gloves inside a pair of the $5 NYC street-vendor "Thinsulate" fleecy gloves, that have a bit of suede-like material in the palm and up the thumb. I don't have any trouble slipping, either on cloth taped bars, or on the brakes. And it's a fairly warm combination -- they have wrist straps with velcro closure.
It's a fairly tight fit to get the cycling gloves inside them, so maybe that helps. My palms are snug, and the fingertips fit looser