I'd say you could plant the Pennisetum with no worries. The Nasella and Cortaderia are more tender, but I'd probably plant them anyway. Put them in the warmest most protected spot in the garden, and mulch them in well. Then transplant them to their final spots next spring.

Having done what Donn has suggested will work, while I also have stuck the potted grasses in the ground, still in the pots, mulched them in w/ a good drink and planted them the following spring.

If you leave the plants in a protected semi warm location you need to water on occasion. Not much but some. If you get any snow or rain during the winter months, the watering you do is a stand in for the winter moisture.

In NE it isn't uncommon for people to water in the dead of winter when we get the mid winter warm up. The temp sometimes gets in the 40's & 50's for week or so. -10 up to 40+, wonderful climate change.

Jake