DJs chase me, dancers find me, vinyls keep me forever. What am I?

I slide across your knuckles when the snow begins to fall, To keep your fingers cozy while you pack a winter ball. Remove my first and final parts to leave the heart's own vow, But slide me on your chilly hands to warm your fingers now. What am I?

This part of your house is designed only to let things out. However, it also lets in one very specific man.

A touch of me goes a long way, while too much makes for gags all day.

For some I must come first, an unbroken token, Before any vows of the flesh can be spoken