I've used military Nomex pilot gloves for winter use, shooting, hunting etc. for many years. They have touch and finger sensitivity that is way beyond any of the civilian gloves that I have tried. Their quality is exceptional and if they fit properly you can pick up BB's.
The only glove that comes close for finger sensitivity are Tillman gas welding gloves where you can pick up small welding rod or BB's, but these are useless for any outdoor winter exercise.
Nomex pilot gloves are flame proof up to 400 F and waterproof as well and excellent in very cold environments. If listed as being military spec G-181188B gloves then they are of very high quality. We used these same gloves flying in Viet Nam and our military pilots are still using them today all over the world. The U.S. Navy version glove is goat skin and Nomex with Nomex stitching and extremely well made.
These are available at some surplus retailers and some on line pilot supply stores, the Mil-OE version is available on some military bases that have a surplus sales retail outlet (DRMO) like Davis Monthan AFB in Tucson, Arizona.
http://www.blackhawk.com/ (click on gloves then click Nomex gloves)
http://www.nomexgloves.com/