this reply is probably too late to do you any good, but--
many opuntias do not need winter wet protection, they are among the most wet tolerant cacti, as long as they have very good drainage, so no moisture lingers near the plant body;
for anything you are going to protect, i'd start in fall--maybe not total dry yet in september, but protection from prolonged wet--they need this period of drying out to prepare for dormancy; if they keep growing, they may have difficulties being ready when it does get cold, and if they respond to day length and lowering temperature by going dormant in spite of moisture, then they could be at risk of rotting..
good luck, hope they made it through this winter so far...
btw, i'd keep them mostly protected in spring until most of the freeze/thaws are done--again some moisture might be natural(though not essential), you dont want them soggy at a point when you can still get late hard freezes..
cohan