This isn’t quite what you are thinking of, but I thought I’d share what I’m up to now. Back in the ’70s fishnet base layers were the big deal. They worked, as they trapped your body warmth between your skin and a snug fitting regular base layer. A couple of months ago I bit the bullet and bought two Brynje fishnet tops – one a long sleeve merino, and also a polypro short sleeve version. While snowshoeing, I wore an Ibex Indie hoody over the merino one, and then a medium weight synthetic parka over everything. I was so toasty that I had to unzip the parka so as to not overheat. I thought of doing the same thing for my legs, but my clothing budget was already depleted.
Then, a couple weeks ago while wandering in my favorite open space, I came across a young lady walking her little dog. She was wearing a pair of the currently fashionable mesh tights. The size of the mesh grid looked perfect for what I wanted, so I asked her where she bought them. She didn’t remember, but it was online somewhere. The key thing is that they cost just $11 + shipping for FOUR pair with various sizes of grids. My google took me to Amazon’s “Dreshow Fishnet Stockings”. Bulls-eye! With my one-month trial of Prime, I got free 2-day shipping. A few days ago I wore them on a cool day, with a pair of 115 wt. BPL long johns over them and a pair of wind pants. My legs were noticeably warmer. When I took them off when I returned home, the tights showed no sign of falling apart or wear. So I’m thinking that they might work nicely (but I consider them somewhat disposable). The key thing is that one needs to have a second base layer over them to achieve the warmth effect (merino is good, as it wicks away any body moisture). These tights have feet in them, but it is easy to take scissors to open them up. Also, they stretch beyond belief, so one size fits all. I expect that you could easily roll them down to your ankles and store them in your Dirty Girl gaiters to keep the chipmunks from thinking you’re weird. Of the four different size grid designs, only 2 of them will work for this purpose. The 2 with the larger grid patterns will become gifts to my lady friends so that they can look hot at parties.
There might be some way that you can incorporate this concept into your intended purpose. By the way, the pair I used weighs less than 1.0 oz.