I would think the method one uses would depend on the zone one's in, also the amount of snow cover they can count on (if any). I'm in zone 4 & I can rely on a substantial amount of snow cover so, I just place my pots on the ground close to each other. Usually the early & deep snow I get is enough to protect them.

I've even seen the nurseries here pull leftovers together under a tree and most are fine come spring. Only caveat to that is here we get (usually) a good snow cover before the temps drop into the ridiculous range.

Sue, can you elaborate on the hay bale cold frame please? Thanks!