40 is still warm enough to shoot bare-handed...
At any rate, Mechanix gloves should work at mentioned. I have some lighter fleece gloves I like when it's below 30. Like Hammerhead I find these gloves don't work for a S&W revolver, so through the winter I have a tendency to shoot my Glocks more often. Semi-autos in general are more glove-friendly IME.
Might try a pair of my thermal-Windstopper bicycle gloves this winter. They're fairly light and allow you to retain a fair amount of dexterity. I just wonder if the padding will get in the way.