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Next time this occurs put your hands in cold water, not colder than your already cold hands but colder than you would wash them in. Gradually add a little hot water a bit at a time. It's the temperature version of avoiding the bends. This takes some time to do but I expect you're useless with hurting cold hands anyway. You can bring your hands up to a working temperature without the pain and squealing of doing it in a warm room.
Left gloves at work yesterday- rode in this morning, oh my poor hands. Have just spent the last 15 minutes at my desk trying not to cry from the pain as they came back up to temperature.
Need to buy spare gloves/10