There is nothing to do about frost after it happens....but in the future when frost is predicted you might toss a sheet over your plants....or don't plant until after the last frost date.
Linda C

If these are plants you just planted then covering them in advance of a cold snap makes sense, but if these are plants you planted 1 or more years ago then frosts generally have no serious effects.

After all, they survived the winter. Some plants in some years may come up earlier than is good for them, but usually they come up when the time is right. Most plants that overwinter and get frost damage early in the season will survive the damage and regrow dead parts. Sedums, if they survived the winter will survive the spring cold, BUT they may not survive a wet, cold spring. For sedums the water is more likley to rot them than frost. Even so, most any perennial that made it though the winter will make it through the spring.

If excess water is a problem consider removing any mulch material until the soil dries up a bit.

Sorry...I disagree with username...plants that have been in your garden for years can get nipped by a late frost....and I have pictures to prove it! A late frost probably won't kill a well established perennial but it can sure make it an ugly mess and set it back for the year.
Linda C

Thanks username and lindac for your opinions and advice. I appreciate it.

I thought about throwing a sheet over the plants the second night that the frost hit but then I didn't. Wish I had, maybe it wouldn't have affected the sedums so harshly?

The few plants I have planted this year were purchased in gallon sized containers and they actually handled the frost much better than some of my returning plants. When I bought these couple of plants I decided this early in the season to spring for the larger plant. Seems the extra cost paid off in this case.

I went out and took a good look at all the plants today and they seem to be doing good. I'm not seeing anymore mushiness to the sedums. Username I think you have a good point about the mulch being pushed away from the sedums. We have had a good bit of heavy rain and cooler temps...I'm sure that's not helping the sedums! Today I gave them some breathing room.

I'll keep an eye on the plants and if there are anymore frost threats I've got some old sheets ready to throw out there.

Thanks again!