Glad this is in the RIFLE section. The main thing about cold plinking that bugs me are snappy hand guns. But rifles are just fun, and not so hard on my hands. Only thing that bites me in the cold is stuffing pistol caliber lever guns with bare fingers.
1) I like some thin gloves, I finally settled on some "jogging gloves". Yeah I know. But they are not too tight, yet allow quite a bit of dexterity. Tight gloves are not good in very cold, IMHO.
2) As noted, lighten up on the lube. Conventional grease will keep a gun from properly cycling. Synthetic grease if grease is a must, synthetic oil better.
3) I went out at 22°F on New Year's day. That's my limit! But it was crystal clear and beautiful.
4) Yes layers. I have an Italian wool sweater - Army surplus!! A few layers underneath, the sweater then an outer blocking layer. My body stays nice and toasty. Long johns and flannel lined jeans work great. Then poly socks, with a wool-mix thick sock in boots.