My experience has been that once lilies are up and running with a pretty good stand of growrh, they can take a little frost--say 31, 32'F for a couple hours without a problem. Especially this late with the ground being so warm and if you have any trees nearby, a damage to lilies is unlikely. That same temperature would probably kill small tomato and pepper plants, however, and damage newly emerging lilies from late Spring planting.
I covered with tarps around here last nite. Every Spring I put 4 foot tall tarping support posts (1" inch square) here and there throughout the garden just in case I have to cover them when they get up there in height. It got down to about 32'F for about an hour before sunrise and there was frost on the car tops but no damage to one smaller group of lilies that I just plain totally forgot to cover. It's the garden I have 'Seafarer' planted in, too!
Big warmup is coming right behing this cold snap!