I protected mine by tying the leaves together gently at the top with soft twine and covering with fleece but mine where only small specimens, sometimes the outer leaves would die off but the centres were fine and soon picked up in the spring, unfortunately I lost mine during those cold winters nothing could protect them from that!!!

My daughters one was too tall to do that and the top died but it has now sent out babies from the bottom.

I keep mine tied up all winter - in fact there's an old blog on here about it. They don't look their best when the cover comes off. I remove the outer leaves and they soon bounce back.
I should add that my specimen grows in a container.