Sounds like a bit too much hard work, Neal! I've noticed people on this site saying they have to bring in their roses for winter, or blanket them in fleece - I really admire them. We did wrap our standard bay in fleece to protect it this winter - it had cost me a lot and I didn't want to risk it dying. But it looked very odd, like a giant white lollypop!
Mostly if something can't survive the winter, I'll either take it to France or treat it as an annual. Bad me!