I have some cold weather neoprene bicycling gloves I wear under a pair of leather gloves that work pretty good - but it would be nice to have my hands just a little warmer. I think the MSR hand deflectors might offer just enough wind protection to keep my hands comfortable on short rides on cold days and those longer rides on chilly days.
The MSR units are advertised as universal fit - they strap on, so they don't require a mounting bracket. I'm interested to see how they work out.
Postscript Jan 7 2010:
The MSR hand deflectors didn't work for me. With the single strap they tend to flop around and were impossible to mount securely, orient correctly since they hit the mirrors and they tend to push on the clutch/brake lever as the wind pushes them back. You could, if you were so inclined, modify them by drilling a hole in them so they'd fit over the mirror stems and construct (or buy) a mounting bracket to keep them from pushing on the clutch/brake levers. I wasn't so inclined so I returned them.
I've figured out that the fairing on the KZP makes a big difference in wind chill compared to the Sportster, and for the type of riding I'm doing a pair of winter gloves is sufficient on the KZP. For the Sporty you would need some heated grips or gloves or some sort of wind deflector if you were going to ride it in below 40 weather (which I don't anyway since I'm not using a winter weight oil).