I've managed to overwinter rosemary the past couple of years by digging up the entire plant and potting it into a large container in the fall. Before the frost hits, I bring it indoors under the lights. Self-watering containers seem to work well for me to give it the humidity it needs.
I also tried overwintering a plant in a cold frame last year. In spite of our really frigid Zone 5 winter, and tons of ice/snow, the plant did great. I put a little straw around the plant for a little extra insulation.
Shoe--what a beautiful greenhouse!