If the plants are small when you have to bring them inside, you then have the task of trying to keep them growing through the winter. Being small, the likelihood is that they won't have enough stored food to go dormant and then come back next Spring. Your idea to keep them in a bag is good but you have to watch that the plants don't overheat in the bag if they are going to receive full sun. Another possibility is the use of bottom heat. A warmed root zone can help a normally cold sensitive plant make it when otherwise it wouldn't. If using bottom heat, you will need to keep an eye out for drying out. That can be helped by using a tray with water in it underneath the pot. If the bottom heat is used, the water will be warmed and increase the humidity around the plants.
Hope these suggestions help,
LariAnn
