I dig a broad, but shallow hole and put all the pots in there, filling around them with dirt and keeping the rims of the pots an inch or so above the ground. It's a raised bed, by the way, so water won't collect there. As winter arrives, I start piling loose leaves on top. Using oak leaves, not maple, which would mat down and suufocate everything underneath. I end up with 12"+ of leaves. Then I prop a lean-to overhead to keep the snow off. The lean to is just an old section of wooden lattice covered with landscape fabric.
Two things have gone wrong with this "system". One year, more than the usual amount of snow piled up on the leaves and, because it would melt a little on warm days and the water would refreeze underneath, the pots became encased inside solid ice. I lost several plants and added the lean-to the following winter. Then, last year we had an extremely dry period in late winter and everything dried out. I lost essentially all of my Sarr seedlings by the time it occurred to me to check on whether they might be too dry.
I keep more than CPs under there, by the way. My hardy terrestrial orchids are in there and so are a bunch of newly rooted fruit cuttings and plants.