With any gloves, make sure your hands are warm to begin with, that way the insulation the gloves provide help to keep your hands warmer for longer.
Now and again, as your fingers begin to feel the cold, thaw them out, get the blood circulating in them again and put your gloves back on.
Numerous methods of warming your hands up from the inside out...which is the best way.
Basically, just hold your hands loose and throw your arms around your body in big arcs. the blood gets forced into the extremities once more and your fingers are nice and warm again.
The body doesn't like to waste energy, so closes down the blood flow to the non essential bits (insofar as either living or dying is concerned!) force open those capilleries and blood vessels again and you're in business!
Ian