To reduce discomfort caused both by wrinkled clothing and thermal bridging, choose an all-in-one-type 3rd layer that will give your child the most effective protection.
Don't forget the extremities! Given that our heads, as well as those of young children, are one of the biggest sources of heat loss, a hat is compulsory! Also, remember hands and feet. Less obvious but just as important, don't forget sunglasses as UV radiation is still present in winter!
In winter, opt to carry your little one in a wrap or sling so that they benefit from your own body warmth. If you use a rigid carrier, cover up your child accordingly so that they are protected from cold and drafts.
Remember that you are carrying and walking, so you will feel differently from your static child. Also don't forget that a child's physiology makes them get cold much more quickly than an adult in cold conditions, so limit yourself to short excursions (1/2 hr-1hr max according to the external temperature) and when the weather is good!
Young children do not always express their feelings well so remember to ask them frequently whether they feel cold and to check that their hands and feet are not getting too cold under their gloves or in their shoes. To quickly reactivate the circulation to the extremities, you can get your little one out of their carrier and have them walk a few steps.
Give the littlest ones a good rub and encourage them to move (you can get them wriggling with a tickle for example).