Wow!
Iwas just going to post the same question, Mo Coop1 so I'll await the answer with interest. I kept mine covered loosely with fleece, well proteced against a fence and surrounded by other pots. I was more than a little surprised to see it looking so sorry for itself! Frost damage with a vengeance! Mine is Euonymus japonicus 'Microphyllus Albovariegatus'...and I adore it!

Don't do anything yet - check the plant in April to see if its got new growth and isn't actually dead, and cut back and reshape to healthy growth. I'd do this in late March here in London, but in colder regions, best left till April.

E.emerald gaiety and E.emerald n' gold havn't really suffered but E. sunspot has but I usually give them all a trim in the spring anyway as Bamboo says

Thanks, Bamboo. I couldn't find any advice when I googled it.

I was very tempted to cut it back today...I know...NOT a good idea! It looks so awful and it has been such a beautiful specimen for a couple of years now. Do I leave all those dead-looking leaves in place then? Protection for any further frosts?

You may not have heard, but we are anticipating a much colder second half of February, apparently, so yes, leave them alone for a bit of added protection. Despite the weather, it really isn't spring yet...

Blimey! Frost again tonight. Glad I'm not in Scotland...SNOW!

I'v lost quite a lot of plants...so far...so had better leave well alone, Bamboo!

Very wise - I'm studiously ignoring my area in the grounds downstairs, despite the sunshine today - its far too tempting to get the secateurs out and get stuck in...