I agree about the wrapping, or the burying. I've done both. We've been burying my dad's trees since 1966. If you (or anyone else reading this thread) decides to try burying, please take care to avoid having mulch/leaves right around the stems of the plant. We lay them on their side by digging around the roots (to get to where they are soft and can be bent over) and a trench extending from one side of the hole around the root ball. Then lay it over on its side, and place a board (plywood or whatever you have available) over the top of where the branches and trunks are, and then place soil and/or mulch on top of the board. The point is, you want air around those trunks and branches, not mulch. If you have mulch there, it gets wet while buried, and that rots the bark, and the branches die. I have photos of how we've done this, and can post them in about a month (the photos are not where I am).
But I also agree that wrapping is another option. There are lots of posts on here, and also on youtube, about wrapping fig trees. I live in zone 5a in central NY state, and my dad's trees are near Buffalo. It gets very cold here. Both techniques work (wrapping and burying). But you don't want to let it stay wet around the bark of the branches and trunks. There are a few other winter strategies described on the forum as well. Good luck with whatever approach you choose!
Mike central NY state, zone 5a