David,
I do nothing to protect them here in Oregon, which has a winter climate similar to yours. Remember these are ALPINE plants, hardy to Zone 3 for most of the species. When I lived in MA, they saw -32 F more than once; only 'Commander Hay' was sensitive to this. There are few species that resent the winter wet, chiefly those from Turkey plus the ones with heavy cilia like the the ciliosums. If you have those. you might consider putting them under a little glass or plastic cover, especially if you see them showing signs of rot. I do try to pull off dead leaves on established clumps. Many cultivars will sort of shrink back in size and recover in the spring.
Hope that helps!
Kevin
