What I do it tie all the branches up first, then wrap with burlap or a product called better than burlap, both seem to work the same for me. I will then drive stakes around the tree, 4 of them. I then put soil around the base of the tree or coconut coir to mulch the base. I will then wrap the stakes with burlap, this leaves my space to shove leaves or straw into, I go about 8-12 inches thick on this then I tie the stakes at the top together to form a "Tee-pee". I then wrap bubble insulation around the whole thing twice and cover with a tarp, there is a hole at the top to let air out and then I put a bucket on top to keep water out.
I do also put a box of rodent poison inside the whole thing before I start, so far no problems but one neighbour lost all his to mice last year.
Hopefully I remember to take pictures when I do it this year, but so far on newly planted trees, I loose about 6 inches or so of the tender growth. but it's not too bad, even the 1 gallon tree that was only about 5 months old that I planted last year survived half way up the soil line and I didn't protect it as well, it has since bee moved to another house of someone who likes that fig.