I've tried a bunch of different routes with wintering trees. I mulched them into the ground and found that heavy snows while providing good insulation, would occasionally snap branches, so i scrapped that.
Keeping in the ground also opened up the door to animals which love to chew on any deciduous branching around, tridents, J. Maples, Ume, wisteria etc..
Fed up with that i started doing the constant rotation in and out of the unheated garage carefully keeping an eye on temps. i generally try to keep them out on the benches as much as possible, but if it's going to be especially frigid, in the unheated garage they go. It's a lot of two stepping, but i haven't lost trees and avoid the damage from snow and animals.