I wear a base layer with a mid-layer. This combination keeps me warm without the restrictive bulk of more trad winter garments. I have a selection. Cheap ones from Lidl which were good value for money, luxury Merino wool ones which are extraordinarily comfortable & effective, and finally one of those Zerofit base layers which is the warmest by a significant margin and IMHO worth the money. If you're only going to buy one get a Zerofit but be prepared for it to be too warm in some situations!

My merino base & mid layers:
https://edz.co.uk/product/mens-merino-base-layer-top-edz-200g-merino-base-layer-long-sleeve-crew-mens/
https://edz.co.uk/product/edz-mens-merino-mid-layer-zip-neck/