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All the little baby Plants from the mother plants seeds will probably survive the winter BUT, to be on the safe side I would use some leaf-mold and throw it around the little plants, try not to smother them but take the leaf-mold right up and around the plants as this will also protect the roots over a severe winter of ground frost.
I'm in about the same zone as you are and believe me, when spring comes, I have to thin out all the fox-glove plants, if I have space I transplant them but most of the time I have to just compost them.
The other way is to lift some of the baby plants and either put them into trays of compost or small pots and store them outside in a sheltered area like against a wall, keep looking at them and don't let them dry out if in trays or pots but keep them JUST dry if you store them in-doors.
Hope this helps a little and good luck. WeeNel.