Here's my rough guide (and following this is a bunch of suggestions for base layers/fleece layers/all in ones that you can get this year)
Remember, you're looking for something that is going to add a thin layer, no extra bulk with no excess fabric around baby's face. You should still be able to get a safe and comfortable fit in the carrier or sling for baby.
Perfect for layering over babys clothes under a sling with a bigger coat over the top if needed. Pair with booties. They have baby size and also a big version for toddlers.
Hooded Playsuit - British Birds - Piccalilly
Edjude Newborn Baby Girls Boy Clothes Bodysuit Long Sleeve Romper Jumpsuit Hooded/Button/Zipper One Piece Outfits : Amazon.co.uk
Disney Mickey Mouse Charcoal Hooded All in One | Baby | George at ASDA
BABIES' SKIING/SLEDGING BASE LAYER TOP SIMPLE WARM - NAVY BLUE LUGIK - Decathlon
Thermal Baselayer Bottoms | Blue Pink Thunderbolt | Muddy Puddles
Babywearing Booties | Naturally Happy Families (square.site)
SH100 X-Warm JR Snow Hiking Boots QUECHUA - Decathlon
Babies' Snow/Sledge Boots Warm LUGIK - Decathlon
Bobux SU Desert Arctic Boot Boysenberry | Happy Little Soles
Explorer Hat | Baby & Toddler Accessories & Toys: Shop Online | Frugi (welovefrugi.com)
It's also my favourite way to stay warm and snuggly while babywearing, rather than using a cover alongside your normal coat because I just find the coat and cover combo gets fiddly and faffy...
I hope that's helpful. Generally the idea is that you want to be using non bulky thin layers to stay warm and cosy without overheating, compromising the fit of the carrier or having too much fabric around baby's face.
Happy snuggly winter babywearing