MOre information is needed. I note that you are in the United States. As you are well aware, there is a HUGE difference in growing zones with differing gardening requirements. Where are you located? What zone?

I am located in Oregon. Where I live its considered zone 6 or 7 depending on the source you are looking at.

In my opinion I think you should dig them up. I am in NJ zone 6b, I have tried leaving them in the ground but they never made it. This year I am digging up all 40 and storing them in the basement..they are just too pretty to let die again. Plus, I suggest in the spring you start them in pots indoors. I don't know how the squirrels are by you, but here the lil buggers dig up almost everything in the spring, even if its only just to 'practice dig'.
They drive me insane, anyway..I say start them indoors in the spring then when they have decent amount of growth plant them in the garden.
Good luck,
Daniella