Delicate and new plants can be supsceptible to frost so should be protected where possible.
Using mulch is a great way of protecting these plants by insulating the soil from the cold, and with organic mulch they will also feed them come spring.
Try different kinds of mulch such as leaves, compost, straw or grass cuttings to see which works best in your garden. Covering with chicken wire can help to prevent lighter mulch form blowing away.