Your seedling has good color. It would be black if killed by frost.
A layer of chopped leaves should give adequate protection from cold.

Here's one of them that clearly had its leaf frozen off or the leaf may have been broken off while it was emerging.

I am hoping that since the energy hasn't been expended yet that it has the energy left to grow out the smaller leaf which is not as developed yet.

I also have many of them that were washed up due to the freeze thaw cycle and have damaged roots. I put all of those into pots with very good growing medium to hopefully get them to succeed. Even though I might get more than 100 sprouts this year, each and every one of them is very important to me.

Here is a link that might be useful: broken tree peony seedling