Personnally I think it would be tough to find a pair of mittens that keep a childs hand warm in 0' temps. Heck, I can't keep my hands warm in those temps.! the extremities always seem to get cold the quickest, and I usdually judge that to be the right amount of time outdoors. If fingers are frozen, its time to go in and warm up!
That being said, I am also always on the mitten quest.. those from mec.com look interesting!.. I unfortunately just bought for xmas a pair of grandoe mitens and a pair of scott mitten for 2 yo and for my 4 yo I found a pair of glove liners, thin polypro liners they can wear inside their mitts.. I got these from EMS. Don't know how they work yet as they are presents for xmas... I'll let you know, though!