The OR Stormtracker heated gloves are on sale right now and I found them to be a very good option. Definitely not a super thin glove, but I don't have issues shooting rifle or pistol with them, and they have little rechargeable batteries that actively heat the gloves. I used them last week on a series of hits where we started out in the mid-20's, eventually warming up a little, and my hands didn't get cold at all, which is a rarity for me.
You will have to get used to shooting with them, but it didn't take long for me, and I'm not a big fan of shooting with gloves.