I am not sure where you are located but our winter here in northern MN has been much the same, unusual thaws way to early, not very cold over all and very little snow. It felt much more like coastal Alaska then Minnesota especially the weird ice conditions because of the mildness of the winter.
I think in your situation I would pile some extra soil on the plants (as insurance) and I would cover the area with anything that would keep the sun from shining directly on them as much as possible to keep the soil from thawing so quickly. Depending on how far they are coming up it could be just extra mulch, a cardboard box or what ever might slow down the whole thawing situation AND keep those tips from getting damaged from the cold. There are a lot more experienced lily experts on this forum too that might have a better idea or advice. I just have saved plants over the years by following instincts, using what ever I had on hand. Good luck!