Skits, in the past, I have done nothing special to protect them. We get about a foot of snow each winter and the temps get to the mid -30's C (-30c is -22f) for at least a few weeks each winter. We often have seven months of snow. In these conditions, my heucheras have been doing fine. What they don't like is when we get too much fluctuations in temperature, warming up and then freezing again, then warming up and freezing again. We got a lot of that last year.