The older leaves die-off and I think that's what I'm seeing in your photo.

To me it looks like just the leaves got damaged so the stems might still leaf out. You'll know for sure in spring. But at this point since it's very minor damage it's nothing to worry about.

Not sure what zone you are in but Grosso never did well for me except for one relatively mild winter. There was always some winter kill and eventually the plant died after struggling for several years. (I probably should have protected it during winter but if a plant can't survive on its own then I don't want to grow it. I've got several L. angustifolia cultivars that have been doing well so far.)

Rodney

In the spring when the temperatures start to warm is the best time to access any winter damage. Enjoy the winter and look forward to spring!

FataMorgana

Ok thank you, your comments were my assessment
But wasn't sure first year lavender farmer here we've had some cold days but nothing below zero I think there going to be ok

Some winters are harder than others but so long as your plants have good drainage (I can't stress how important that is!!) and the plants are hardy for your zone, you should do just fine. I grow "munstead" in a region where the 3 major cities have a friendly competition as to who gets the most snow each winter. Yup - lots of snow, ice, and cold here. I've had lavender grow old and die but no winter kills.

FataMorgana