Similar idea to Jerry's - I use Goretex mountaineering shells. These are just mitten shells made to go over gloves or mittens. Just a layer of Goretex and nylon, with a gauntlet cut and closes tight on the sleeve. I wear them over my insulated riding gloves. Since they're mittens, I only really like them for slab riding. They fold down small, though, and are handy for emergencies. I've thought about trying my Patrol Gloves (ski and winter climbing gloves), but haven't done it yet.
Olympia and some other companies make insulated gloves with Primaloft and Goretex. Have you tried those?