During the holiday I've been out in semi-cold weather (-8 - -15 degrees Celcius, 5 - 17 degrees Fahrenheit). I used a pair of leather mittens with lamb-wool lining, and a pair of Gerbing 7V battery heated leather gloves. For my cold hands, full effect on the gloves is really only what makes a difference in this weather, and then you have about 2 hours of heat. Still I get cold fingers in these after some while.
Mittens are soooo much better in keeping warmth. My leather mittens are not that thick, but my hands are still much warmer there than in the heated gloves. So what I do is that I keep the mittens on whenever possible, and change to the heated gloves when there is some fine work. However, it seems to me that a solution with very thin "anti-contact" (avoid finger against metal contact) gloves inside a pair of leather mittens could be better. Quite much of the camera can actually be operated with the mittens on. Removing lens cap, changing lenses and adjusting tilt/shift (which are very small knobs on the Canon TS-Es) need finger gloves or bare hands, but adjusting composition and adjusting exposure parameters can be made with the mittens. Yes you do press the wrong buttons all the time with the clumsiness you get with the mittens, but I think it works "good enough" for most of the time.
Key seems to be to have the mittens on as much as possible. And when you do remove the mittens work fast as if in a hurry, helps keeping warmth and will leave you shorter time without mittens.