May be your baby's face is itchy!?
The only things you can do is:
1) cut his/her finger nails very often (I used to cut it once in 2 days) and make sure the nails are not sharp
2) when your baby is trying to scratch, just let him/her wears the gloves. I know it's not good as your baby needs to touch in order to sense/explore the world (part of learning, right?), but nothing u can do.