Much winter damage is done not by the soil freezing but by it freezing and thawing. Mulching frozen soil will keep it that way until the weather warms in the spring. Mulching also helps insulate the soil and root system against severe cold in open winters. We'll assume the critical temperature is similar for other wood plants. A good mulch will prevent a lot of root damage from extreme cold in addition to the protecting from heaving.
Mice are often a problem during winters, especially when plants are mulched.
The mice burrow into the wood chips and chew the bark from the roots and lower trunk. If this is removed in a complete ring around the tree or shrub, chances are it will die early next summer. To reduce mouse damage to trees, surround the trunk with a strip of hardware cloth rolled into a cylinder and fastened with wire ties. Bury the bottom about an inch into the soil and extend the cylinder at least a foot above ground. A taller cylinder will also help reduce rabbit damage to the trees.