I have a pair of the Oakley SI Assault gloves that I really like but they do nothing in terms of keeping my hands warm (I understand this is a feature.) Can someone recommend a similar pair of gloves for cold weather shooting? My primary concern is thinness and flexibility while maintaining a tight fit; warmth is secondary.

A few suggestions here

http://www.ar15.com/forums/t_10_18/683790_Deal_Alert_Outdoor_Research_1_DEC_2015_Only.html

It kind of depends on what you consider "cold weather".

When I was living in MA, I bought a pair of thinsulate fake-leather gloves at Kohls and put a wool glove liners (from some now-closed surplus store) over them. It was warm enough down to about 40 for extended (1hr+) time outside along with short trips (run to the car) or heavy exercise (shoveling) down to about 30 while being dexterous enough to shoot a rifle (pistol was iffy). If it got really cold I'd put on a second pair of the wool glove liners over them.

Colder or longer than that and you really want mittens to keep your fingers together (which kills dexterity). Insulated clothing works by containing body heat, and a single thin, mostly bone, finger doesn't generate much heat.

For dry conditions down to 40 degrees I use an older version of these:
http://www.zappos.com/product/7669265/color/3?zlfid=191&ref=pd_sims_sdp_1

For wet conditions down to the single digits I use these:
http://www.glacierglove.com/shop/pro-hunter-neo-curved-finger/

I doubt you'll ever find better dexterity in a cold weather glove than what those two offer.