To start off.. Happy new year!
On several fora the last few weeks I see questions regarding protection against harsh weather for bonsai. When asking for details, almost always the harsh weather means temperatures dipping in frost regions for a few hours or days. Temperatures mentioned are hardly ever below -5c / 23F. This is not cold, and for most species not a problem at all.
Bonsai I protect in winter
The most important protection I give trees is actually from rain. Not because I am worried about the roots drowning causing root rot; My trees are all potted in a substrate that is so well draining I do not get these problems. No, I am concerned about moss and the decay they may cause to bark and deadwood.. I spent a lot of time cleaning the bark of my trees of moss.
Currently in shelter are my olives and pomegranates, as these species do not like the cold nor the wet. And as our winters are mildly cold and very wet.. Some of my maples have been completely wired, and at the same time repotted. They are sheltered only partially because of the cold. I am more concerned with cats and birds pushing things over/around or during pruning of large trees in my yard, myself. So I rather just store the trees that are finished for the year out of the way.
The bark of my Lonicera, Hawthorn and Tamarix have been cleaned of all moss and algea and they are out of the weather to stay dry. I do rotate some trees back outside as I want to enjoy them in winter without leaves! And of course, tropical species such as my raintree stay indoors for winter!
Bonsai unprotected in winter
Most of my trees (Larch, Juniper, Taxus, Carpinus, Ulmus, Zelkova, Malus, Prunus, Ginkgo, Acer) just get to spend their winter days outside. Until temperatures are expected to drop below -5c they are just sitting there on their benches waiting for spring (Unless I am cleaning and painting the benches!). If a real cold spell is expected (Nights of -10c and sustained cold over longer periods) they might be pushed together in a huddle out of wind and sun.
Bonsai are not babies. They are slightly more sensitive to the winter weather, but light frosts are absolutely no problem