Lorn gave details on wintering potted lilies in in "raised beds" made especially for that purpose, but I don't remember him talking extensively about in-ground lilies. I could be wrong, though.
I did dig up this:
The thread "Wintering my raised lily bed" in
Lilies forum
I did drill large holes on the sides (at the bottom) of my first raised bed box, but I never saw anything of significance seeping out. So I haven't done it since. You could put a tarp over the bed (if your wife would allow), but I don't see the necessity unless you're trying some of the finicky species.