Wear whatever you use when you ride in Chicago in late October...its going to in general be the same range/experience.
Road, commuting, mtb- whatever you wear doing those things will work for gravel.
For under 50- I use a thin ear band, arm warmers, knee warmers, toe covers, and wind gloves. I dont do well with cold toes, fingers, or ears. Cold wind is hell on the ears.
If its 45ish or lower, I often use a fitted wind jacket too.
Layers are great as you can more easily adjust for temp as you heat up thru a ride.
A larger saddle bag or frame bag works well to hold anything no longer needed.