i use mittens when i can. if they get cold while i'm practice or if i just came in from outside, i'll stick my hands under hot running water in the restroom and just let the blood flow pick up, usually wait till they get a rosey color, also seems to help with relaxing the muscles in general and if i have residual tension it tends to diminish and helps with overall movement.
I think that's probably the best solution. But I would try to submerge my hands in warm water instead of under hot running water
Sometimes cold hands can be a result of stage fright or performance anxiety. If you can calm down, your hands will be warmer, and they won't shake.As I've suggested elsewhere, find a doctor who will prescribe Inderal (propanolol) for performance anxiety. It will calm you, slow down your pounding pulse, and allow your blood vessels to relax, reducing blood pressure and allowing freer circulation. My own teacher, the late David Bradshaw, said it was assinine not to take it.