They are lightweight and work much better than a sock on the grip of your pistol.
I put the undershirt on, tucked into my pants, then the cover garment which is either a T-Shirt (dark) left outside the pants or a regular shirt un-tucked.
In the Winter I do not use the undershirt as I just tuck a regular shirt and have the appropriate jacket. If I go inside (like a restaurant) I sit down and carefully remove my jacked one sleeve at a time while seated and let it fall down my back and around my gear while seated.