I have read some posts elsewhere from folks in Minnesota who did this:
Cut down to 10 " of so.
Pile on leaves and straw
Cover that with poly
Put rocks around perimeter
Pile up more leaves and straw on top of tha to final depth of ~ 2 feet.
The area where mine is stays milder than Zone 5 B would indicate since I have had Cannas over wintered in the ground there since 2010. I have covered them with leaves and straw to depth of ~ 1 foot past several winters. In 2010 we put Zero mulch on them as my wife forgot they were there.
That was a mild winter.
Jan '15 was quite cold. Jan '14 was brutal.
BTW - I do not have a pup - is is just a creeping canna.