Thin, and warm, are not really all that synonymous.....
What I use in all but the most frigid weather is a CE Schmidt work glove. Thin, but still warm enough for most things cold and winter here. $9.99 at the local Tractor Supply beats the hell out of the uber tactical shooting gloves that cost more. For shooting I buy the large size for extra large hands so they fit a little tighter for better finger dexterity. Just cut the stitching on the obnoxious logo patch and they are GTG.....