Five inches of sand with a small amount of organic matter mixed in is ideal. A thin mulch of stone chips or gravel will reduce the chances of crown rot. Cacti naturally reduce their moisture content and shrivel with the onset of winter. Dehydration prevents cactus cells from bursting when they freeze. Excess moisture during autumn months can cause cacti to hold too much water and suffer freeze damage.
Most cacti also change color in winter.
This natural occurrence has nothing to do with the plants being sick. As plants become less active and the amount of green chlorophyll decreases, the red, orange and other color pigments show through the pads or stems. Don't mulch cacti for winter protection. Mulches retain too much moisture. The only safe ground-level cover is snow.