Sitting on hands hasn't done me much good
Sure, they'll warm up but the following still happens:
- the moment I stop sitting on them, my hands get pretty much just as cold as they were
- and to add to it, they're stiffer, as a result of slower blood circulation from sitting on them
What's worked best for me so far is running warm water over hands, and having someone hold your hands!
The water doesn't alone have a much lasting effect, but it helps calm me; another person's warm hands then continue the warmth that the water had temporarily provided.
I was lucky to have made friends with some of the other girls at my last recital. In particular, another and I were nervous. I kept saying "ugh I hate when my hands get cold like this." and she said "Really?? Mine get really hot!" So my hands cooled hers, and hers heated mine, lol. Kinda funny, but hey, it helps

Gloves aren't bad, but don't use the woolen or cotton ones or whatever. Best are ones that have a smooth, satin-like inside, but a contrasting surface (like leather). Your hands won't get as sweaty and they'll just feel a lot better and more "naturally" heated.