I use a silk liner inside my gloves.
Nice and thin but they do a great job of trapping warm air between them and your skin.
I dont like bulky winter gloves myself so prefer layer up on my hands as well as the rest of me.
The other option is to find something like the old "lobster" style gloves.
The picture is cycling specific but there are motorbike versions out there (I just cant be bothered to find an image)
Something like these keep your fingers in pairs, sharing the warmth between the 2 fingers and letting less body warmth escape.
Ive used them in the past and although they look odd, they work really well.