You've got a couple of choices. You can do nothing to them now and wait until spring or when new growth begins to emerge and then cut back any obviously dead wood. Since ES blooms on both old and new growth, you can remove pretty much whatever you want from the plant and still expect some blooms. Personally, I'd prefer to maintain the plant at a larger size and with an opportunity for more flowers, so I would keep any pruning/removal to the bare minimum.

The second choice is to provide normal winter protection as you would do for any other macrophylla. This will ensure both old and new growth is protected, there will be less dead wood (= a larger plant) and greater potential for flowering. A search of this forum will provide all manner of tips on how to provide this protection.

I would refrain from doing any heavy pruning now. Wait until spring and then cut back only what is necessary.

I just leave them over the winter and then in the spring after the leaves start popping I cut off the obviously dead wood above the leaves. For me, the whole point of getting ES rather than something like Nikko was that I don't need to winterize them.

Ditto Sue36 above.