I never bother I just leave them to their own resources!

But if you do not want to risk that, cocoon it in fleece by wrapping the fleece around it and tying it top bottom and possibly middle subject to size!

As snoop was saying - have a look at what I have done with mine - I'm expecting a cold one this winter - so I hope it will survive.
Snoop - she doesn't have a penchant for wrapping - it's the tender plants she is drawn too :))