Pretty much almost 100% of all my roses are grafted w/o any problem. It seems kind of amazing that the graft point being a foot deep that anything would grow.. And considering we can have 60+ degree weather one day, drops down to -15 that night, and then 2 foot of snow the next day, and back up to 50 the 3rd day, if that's not alternating weather, I don't know what is.
Here in CO, we don't have a lot of problems with slugs, blackspot, etc. Why? NO water. We're a very arid environment here and we don't have a lot of nasty problems with things like that like people who live in nicer areas have.
I'd be a lot more curious as to how deep they're being buried. That just strikes me as weird that you're having that kind of problem if you're burying them that deep. I'm not sure where Joanna is as far as posting, but she lives in Canada and she's a zone 3 and doesn't have that many problems.
Can you post any pics of your plants?