With the thinner 0/5w20/30 oils today, I see little reason to change it at running temperature. I run my engine just long enough to drive onto the ramps. The oil filter is warm and I remove it with a leather glove. Ed
Why not get a size or two larger rubber gloves and wear some mechanic gloves under. They're more form fitting than garden or other work gloves, so you should be able to get the rubber ones on over top.
I change my oil fairly hot and find regular kitchen gloves help a bit. They aren't the greatest for dexterity though.
I wouldn't want to ruin leather gloves by getting them soaked with used motor oil, and 2 layers of gloves might keep your hands cooler but would be even more difficult to work with. Used motor oil is a carcinogen and getting gloves soaked with used oil (and then using the gloves for other purposes) would prolong the skin contact. I don't worry about occasional short term skin contact - but I do wash up well afterwards.
I change my oil with bare hands, been doing it that way since 1958, have yet to have any issues other than at 72 it's getting harder to get under the car!
I loosen the plug with the socket wrench, then add a long extension to back it out. Keeps the hot spray off my hands. Let it drain while the filter cools enough to grab.