It is important to use the type that open and close like a safety pin. I have several types pictured below. I don't like to use the ones that just have an opening in the ring with no closure as they tend to fall out. And, obviously, we don't want to use the closed ring type as they will be a permanent part of your work once you put them in.
Now, moving on to the mittens.
Once you have your mitten caps the size as you need them just continue connecting rounds without increasing until you have the length you need to reach the thumb.