Was a bike commuter for years, now I ride a scooter (which from a wind-chill perspective is worse).
I found a set of thin hunting gloves at Ollies a few years ago. They were designed to hide your scent, or so the ad claimed, so I figured they’d be fairly windproof, and I was right. Around $10 for the pair.
I would wear them under my fingerless cycling gloves, and as it got colder I would wear wool gloves under them. And when it got REALLY cold (temps in the 20s), I’d wear cotton gloves under the wool gloves. And have cold hands,
I finally wore a hole in those gloves, and wore the rest of them enough that they were letting wind through. Now, one of the layers in my gloves is a pair of nitrile (non-latex) gloves. They come 100 to a box and my workplace orders them for employees to wear while inspecting the gas pumps for leaks. They are heavier than the :exam gloves: one might get at CVS.
So far, it works like a dream.
I am, however, looking to upgrade sometime soon. Something warm, but not too warm, waterproof, with a padded palm, and a loose enough fit that I can wear them over other gloves when it gets super cold. Warm and rainy I have a cheap sent of fingerless gloves that dry fast, and I can wear nitile gloves under those. But cold and rainy means stretching a pair of nitrile gloves over whatever gloves I’m wearing, and that winds up feeling weird and leaking around the cuff.