Geoff, my neighbor has William Baffin completely covering his garage here in 4a. No protection or mulch whatsoever. I posted a photo of it here on ATP. (Sorry, on my phone now rather than computer or I would provide a link.) My daughter and I also have Nearly Wild, a shrub rose. I did grow Therese Bugnet, Belinda's Dream and Bonica prior to the bad Japanese beetle invasion several years ago. I also grow Flower Carpet Coral, though it is not rated for here and it does very well. I do nothing to my roses for the winter other than putting a heap of compost around the base each fall. There is sometimes a little cane dieback, but not bad.
And I might have missed mention of it in this thread, but you can research the Minnesota tip method of winter protection. I know several people who do this and can grow pretty much any kind of rose here.
