If you're looking to avoid the cold, Coyote would be a better choice than Grand Gulch (at least upper Grand Gulch, where most of the rock art and ruins are). The elevation difference (6k for Grand Gulch vs 4k for Coyote) definitely makes a difference at that time of year. Both are perfectly doable, but you'll need fewer layers if you choose Coyote.
I would think about two things if you're planning to do Coyote at that time of year:
1) You'll be walking through water constantly, so your feet will likely get a little cold in the mornings and evenings when it's not so warm out. Neoprene socks are probably overkill, but I might double up with two pairs of conventional socks were I you
2) Part of the beauty of Coyote is the idyllic lushness of the canyon. By mid-November, the leaves will definitely be falling and things may appear more brown and gray than John Q. Influencer's instagram portrays. Still a lovely place, but just be prepared for that. If you're lucky, you may catch a few late-falling aspens in color.
One other suggestion would be the Needles or Maze of Canyonlands. Permits are definitely easier to score in November than in October, and though the temps will be a little cooler than in Coyote, you won't be walking through water.
