I have worked in construction, and if you don't work in the winter, you don't get paid in the winter. Thick gloves are bulky, I have some. In boot camp one of the issued items were thin leather gloves with a wool/cotton blend woven cloth inner liner.
Most guys didn't keep track of them. Then I was stationed in Chicago during the winter of '77, -40F with winchill coming off the great lakes. I went to the used military clothing store and bought some cheap gloves like the ones I lost from boot camp. They worked suprisingly well. Wool stays warm even if its wet, wet cotton breathes and doesnt itch, but it sucks heat away. Thinsulate works as well as wool without the itchyness.
Well worth paying extra for, and thin snug gloves still have a good tactile feel, hard to scratch your itchy parts with eskimo mittens. To keep the thinsulate gloves from getting wet, I covered them with the thickest Nitrile surgical gloves I could find. To remove them, lift the wrist and blow into them, they slide off.
So happy with thinsulate, I bought a $20 black knit cap (burglar style) looks like the $4 cap but its thin and will fit easily under a ballcap or hard hat. I now have two of these knit caps. I wore baggy pants so sweat pants easily fit under them
I worked outside in snow once and my steel-toe boots were miserable. I bought thick camping socks (wool/cotton blend) foot was very warm, but toes were so cold it hurt. Got off early after a few days, and went straight to big workmans supply warehouse (Dickies, Carhartts, etc)
I was going to buy boots with no steel toe (risk getting fired), and found some with a kevlar toe that met OSHA standard. They were advertised that they were light, and could pass metal detector without having to remove them (it was a govt job) but I got them for the "cold-toe". Had to go to a lighter sock, because now my feet were sweating.