What kind of mittens/gloves are you using for your DC's?

I have knit ones and they kept sliding off and then one eventually fell off. When that happened DS freaked out but he had to put his hand back in and rim of the mitten was snowy.
I pulled his sleeve over the mitten and tightened it with the velcro strap but it didn't seem to help.
My kids are 3.5 and 4.5 if that makes a difference.

Re: What kind of mittens/gloves are you using for your DC's?

Waterproof ones with an extended wrist and I put knit ones underneath. I got them at Target last year.