I'm pretty much doing the same as all the above, though I also put 12x12 inch garden stones under my 1-gallon pots (to radiate heat back up during the night), and they are all huddled together next to a raised deck that vents some of the crawl-space heat from under the house. They do get some wind from the north, but it is filtered a bit by a solid fence and some shrubbery. After a winter with 6 weeks of 28 degree weather, nearly all survived and thrived the next summer. The mention of water and struggling crowns is helpful, too - I think that is why my potted DLs were more likely to go through Spring Sickness than ones in the garden, but I only lost one to full-out crown rot, and it was a cultivar that had been struggling ever since it arrived.
Your plan to huddle them and surround them with mulch sounds very good, and as long as you don't usually go much below the high 20's, I will bet they will do well. Would love to hear an update next spring to see how they fare!
