It's absolutely true. I was out on Saturday and it was chilly, so I was wearing a pair of thin Isotoner gloves. I used my phone quite a lot with them on. I wouldn't say it's easy to text that way, but I managed to play plenty of Words with Friends and Word Jam with my gloves on.
The 820 and 822 also have super sensitive touch. I played with an 820 at an AT&T store a couple of weeks back and tested out the screen response by wrapping my sweater sleeves over my hands. It worked. Haven't even seen an 822 in person yet, but it would definitely work with that phone as well.