In cold weather, the temperature of white gas, or liquid fuel as it is also known, can dip below freezing (0 centigrade) but still remain in liquid form. If it touches your skin, it will evaporate immediately, causing frostnip or a more severe frostbite. In fact, simply touching an uninsulated MSR Fuel Bottle with the bare skin of your hand in sub zero temperatures can cause a cold injury.
To prevent the latter, I wrap all of my fuel bottles with a layer of duct tape to insulate them and protect my hands. Some Appalachian Mountain Club leader taught me this and I’ve done it ever since. It works.
To protect my hands from direct contact with stove fuel, I am very careful when I unscrew my liquid fuel bottle, insert my MSR Whisperlite stove fuel pump into it, being careful to screw it down firmly. In cold weather, I can do this while wearing a thin pair of gloves.
The the key to doing it safely is to carefully set up all of your gear on stable surfaces before you assemble your stove and to pay close attention to what you are doing.
You need to be equally careful when you disassemble your stove because the outside of the pump will probably be wet with fuel or contain some residual liquid. This should evaporate quickly when exposed to air, but you still need to be careful when handling it.