You shouldn't need to give them extra protection if they're in the ground (in pots, the roots would be more vulnerable to cold damage). Checking on soil moisture before a freeze can help the plant stay hydrated (as they cannot absorb enough water once the surface soil layers freeze), so during the next thaw, you can monitor the soil moisture around a 4 to 6-inch depth in the root zone to replenish moisture if needed.

A burlap or fabric wrap probably won't provide much insulation, though it would cut down on wind exposure for evergreens prone to winterburn (Inkberry Holly, or a young American Holly, for example). Winterburn primarily results from insufficient root moisture, so while a branch wrap will reduce wind evaporation of moisture out of the leaves, it won't contribute to root absorption if the soil happens to be too dry.

Miri

Thank you for your answer!  I hadn't thought about the different types of damage.  I think I have used burlap/sheets for bloom protection during late frosts (not sure if that truly helped or not).  Fortunately the new trees/shrubs were well watered through mid-December, so fingers crossed.  I'll be sure to check on their moisture level during the next thaw.