David,
I posted my method in the Daylily forum last year:
The thread "proliferations" in
Daylilies forum
There was more info from others in the thread, too. Mine were kept in the house in front of a window for a while, but they did survive the winter after planting. I only had one this year on Lilting Belle and it didn't have roots when I collected it (the others didn't either but they formed earlier in the season). It will probably spend the winter inside as a result.