We have those temps the -20 to -30 F. and thats before the windchill, last week we had -55 windchills with the temps. Those days we stay in and do tricks or work on our plank or weave work for agility. However, when we do go outside for walks or to train I usually use toys instead of treats during the winter. Like you said it is too cold to have your fingers bare and I find I am not fast enough with the reward even if I click or use a verbal marker to mark the behaviour. I have used thin gloves when it is much more mild, but found fingers get cold as often they get wet from a certain tongue taking the treats. My dog isn't really interested in treats when we are outside anyway. We have been doing LLW with the reward being to continue on the walk. If she starts to go ahead of me we do penalty yards and if she runs to the end of the leash so it is tight we turn around and go the other way. Could you use a ball to toss or does your dog tug. Those too will take longer to reward with, but you can keep your mits on. If your dog is not toy motivated you can take an old sock and put food in it and tie a knot in it. Put something really smelly and nummy. Then play with it with your dog in the house until it becomes irrestible. You can then put a ball in the sock with the food and slowly change the sock to a toy etc. Good luck and stay warm!