Has someone mentioned "windproof"? Yep many times but I will add my windproof gloves as well.
Also change hand positions a bit more frequently to allow for blood to move a bit more through your hands and fingers.

I probably have 10 pair of varied cool/cold/frigid gloves and wear the ones appropriate to the weather of the day. I may also carry an extra pair in case I mess up my choice and am either too hot or cold. I have frozen my fingers to the point of no feeling during winter rides and do not enjoy the experience.
Layering is also very helpful. I may wear a pair of thin but warm liners inside a medium pair of gloves and remove the liners if necessary.
Whatever you do make sure you can work the levers with them to make sure you can...lol voice of experience...oops gloves too thick can barely reach the levers...small hands can be a pain at times.