I thread a tapestry needle with some contrasting yarn and put all the thumb gusset stitches on the yarn. I never use stitch holders or leave extra stitches for mittens or gloves on a double-pointed needle because I worry that they will possibly elongate and distort those stitches.
Then I cast on while keeping in pattern according to the next row (directly above the horizontal bar on the chart.) I use the backwards loop cast on shown here and cast on the number of stitches needed for the pattern. In most Norwegian patterns this is usually the same number of stitches you just removed for the gusset. It is very important to do the backwards loop cast on as loosely as possible or you'll have trouble getting your needle into those stitches on the next round, especially on the last few stitches you cast on. The backwards loop cast on is very easy -essentially just a twisted loop. You can see a video HERE.
Once the stitches are cast on you join up with the stitches on the other side of the gusset and continue knitting in the round. This method allows you to try on the glove or mitten in progress to get the sizing right for your hand.
The needles shown in the photos are my new 6" coated metal double points from Spin Blessing. These are my new favorite needles for gloves or mittens. They have them in a few sizes and they're either the Bernat Aero (comes in sets of 4), Prym, or Inox (both Prym and Inox come in sets of five). All three brands are the same needle as far as I can tell - the Aeros may have a slightly more rounded tip but it is a pretty tiny difference in size 0.