Have you tried making mittens out of
felted wool sweaters?
Last winter I sent my kids out in the snow in their knitted wool mittens and no one came in w/ cold wet hands. I was pleasantly surprised b/c though I *know* the properties of wool and have used it as diaper covers for YEAR, I just didn't think it would hold up to wet snow. Well, it did, and I'm sold.
If you knit, you could knit some mittens a few sizes bigger than needed and felt them down to be more water tight/ warm, and also knit a really long cuff on them to keep the arm warm.
Oooo... I just thought of what would really be warm,
thrummed mittens (if you knit, which for some reason, I seem to remember that you do, but I'm sorry if I'm mistaken)