Tips for dexterously handling bike lights with winter gloves
For similar fine tasks, silk inner gloves are ideal. They are very thin but add a noticeable amount of warmth. Their real benefit comes when you remove the outer gloves and have essentially bare hand dexterity with some insulation. Then you just have to get your timing right to minimise the amount of time your outer gloves are off. 

Some people use latex or nitrile gloves in a similar way but I find them too sweaty.