So I have learned to cover mine with a sheet of black plastic big enough to cover the whole clump. Then I cover that with a thick layer of oat straw (not hay) as an insulator after I slug bait heavily. And so far, for the last 5-6 years I have not lost a single one. I have also seen this done using a 5-gal. bucket packed tightly with straw, with the edge of the bucket pushed below the dirt instead of using the plastic. Both ways will keep the tubers dry during the winter so that they don't sit in water and rot and so that they're insulated against freezing.
Then in the spring, when the freezing danger is over, pull the straw off and discard it. Clean up your plastic pieces and store them for next winter.
DO NOT USE GRASS STRAW!!!!
It has a root system that is very difficult to get rid of if the straw has seeds. Oat, barley, and wheat straw will work well because they have a single root system that is very easy to manage if the seeds sprout.
Straw is pretty inexpensive, and a bale will cover 4-5 dahlias the way I do it.