Cordelines

No don't tie them together.
You can protect from frost as you need to, putting your covers on and off.

mine are all good as is though they havnt enjoyed these last 2 wet summers much

There is no need to tie either cordyline or the similar-looking phormium leaves together for the purpose of frost protection in most parts of the UK.

However, if your location is 'somewhat windswept' then the leaves of any strap-like plant will get quite a beating and look decidedly ragged by early summer. Do tie them up if an occasional gale is forecast to avoid the worst. BUT then ensure they are released soon afterwards otherwise they will begin to rot inside the dank atmosphere within the enclosed foliage.

Frost seems not to be a problem with established plants.
I tie mine up & fleece as I am home only at weekends.
Snow is a problem particlarly if this thaws & then freezes. This ruptures the growth tip & ensuing damp allows rot to set in. However all is not lost as these plants often regenerate from the base. Best of luck.

I Always tie mine up, they hate snow, especially if it lands in the centre of the crown, i use an old dressing gown belt, but i dont fleece ..

whos old dressing gown belts i wonder lol.i use electrical tape and just tape my softer blants up.just got to protect that growing tip.the leaves can still get rays.you get bright stuff if your going to take it of and green if your tying things up for a while.it stretches and eventualy snaps .im using it to fuse my cherry tree to itself in a circle.whe it gets bigger im going to put a nice piece of stone in the middle touch wood lol