Proper Gloves
((I like this style- food delivery dudes are notorious for going gloveless in the NYC winter, but the plastic bags provide good wind blockage and are a nice, mostly stylistic modification.
Gloveless in the winter is a heavy style, usually only carried out by the most rugged, immigrant messenger or delivery person. Respect to no gloves. Any hardcore messenger type wanting to elevate their insanity status should do it for the duration of the season. Watch your knuckles crack and swell as you become THE courier monster you always knew you were-Grip steel Cinelli pista bars in sub freezing temps if you want to get down with historical messengering.))