Hello :-)

Well well well.......you've got to choose a very sunny place in winter (southern place and no wind) and try to build a small greenhouse, (some fresh air must be able to go inside but not too much). Sometimes, you can buy seedling cover made out of glass in nursery, or recycle a transparent plastic packing (definitively cheaper)- not a too small one.
Other idea: compost or the manure releases from heat and can protect the roots. Anyway, you are to protect the clay pot from freeze to protect the roots: shavings, teases etc. The leaves can die, that's not really a problem but if the roots freeze it will be THE END ;-)

My 2 parmas died this winter :''( I tried to do my best: bad luck maybe...

Take care :-)
Thierry