I've seen plants covered with large trash bags in a misguided attempt to protect them from the wind. Such protection does keep the wind off the foliage, but on sunny days temperatures inside the bag can be high enough to literally cook the plant to death. The plastic bag then makes a convenient disposal package. Protection against winter moisture loss is probably your most effective approach. In addition to snow fence you can use tree wraps on the trunk and major branches.
Wraps can be a special kraft paper or strips of burlap to keep the wind off the bark.
This is effective for the first season or two, but is not practical or necessary in following years. Anti-desiccant sprays can be effective against moisture loss from the leaves of evergreen plants. Anti-desiccants form a moisture barrier over the plant surface, holding water in place or slowing its outward movement. To be effective, these sprays need to be applied when air temperatures are above freezing for several hours. I recommend several applications during the course of the winter.