Should I cover them? If so, with what material.

Bad year for us, too. I have dozens of bonsai trees, over-wintering in an unheated but attached garage, already pushing their spring flush of growth.

You didn't say what's blooming. I did see some cyclamen poking out from under the snow drifts here, but I'm not worried about those. There's really not much you can do because you'd need to keep covering/ uncovering as temp fluctuate around the freezing mark.
Al

Al

I trust the early spring flowers to cope as best they can, usually pretty well. Snow doesn't seem to hurt daffodils for example.

I know what you mean, m2mbsr.
In recent years the weather has become more & more unpredictable.
Plants like tulip, peony, allium, crocus, hyascent, grape hyascent are tough. I don't protect them.
Plants like asiatic lily, trumpet lily, delphinium, hosta will sense a few warm days and noses emerge way too early. These guys are not tough and need protection. I have used twig/leaf debris piles, heaped loose mounds of soil to cover, cardboard boxes of all sizes, even have leaned cardboard panels against the house to form a protective 'tent'.