I have three - and they both came through last winter with no protection at all.

If you think there is a risk, then tie them up...doesnt do any harm...no-one knows how severe the winter may be....:>)

Leave them alone - Phormiums have no trouble at all getting through our winters - it's Cordylines people worry about in colder parts of the country.

If your phormium is a young plant (planted this year), then it might be advisable to tie the leaves together to prevent water getting into the crown and freezing. The older they get, the tougher they get