I agree on holding them down. I could never get pins into the ground either. But I worry if I put them down and then don't check daily to be sure they hven't frozen to the ground. I guess being styrofoam I could just crush them to get my peony out into the air and sun. Yes, my Itoh's are about the last to come up. Garden Treasure is the very last but it is not in a good spot and doesn't get sun well til on into spring.
I would be more concerned about blasting buds on the tree peonies. I had them bloom in the past (diff plants) but I had covered them with burlap all winter til they were eaten by mice. I have pictures where the snow is about 18" deep around the garden and you can see these spots where I peeled back the burlap to get air and light to the plants. Worked well so I am not sure if that is needed. The three trees that bloomed the botanical garden were give no cover except some mulch. Only one had a woody stem above ground and it bloomed just fine. As they are colder than I am, I should take that to mean that I don't have to protect mine. Although now that I think on it, my newest tree (planted fall 2014) got blasted that next spring and this spring also. The little green buds (leaves I think not blooms) just turned brown. I moved it this spring early and it just took off great. Looks wonderful. So I have hope. Could have been the Buddhist chanting I had my daughter do over it after we moved it though.
She was great - learned it is a monastery in Japan years ago.