It's best to dig all your garden, but watch out for the perennials and don't disturb their roots. And when you get to the roses remember to dig around them, but not too deep. Mound a few spadefuls of soil over the base of the plant to protect them. This will prevent freezing and will keep the roots alive, even if part of the canes will freeze. Before mounding the roses, you need to trim them back, to about 8 inches above the ground.
For me this is a serious work because I have many roses in my garden. First thing I need is a pair of thick leather gloves to protect my hands from the thorns. Then I need a good pair of pruners to trim back the roses' stems, even the thickest. I only trim back my roses when I see that those on the streets of Bucharest are trimmed back too. This usually happens when freeze is forecasted for more than one night, which means the nights are getting regularly frosty. This fall's first frost was followed by a warming up, so I delayed trimming back the roses until late November. I've been watching the weather news daily to be sure when it's the best time to do this work. I could have done it earlier in the fall, but since the weather was so good, I prefered to do other gardening work first - such as digging the vegetable garden - which usually take longer and can't be done on short notice, like trimming back and covering the roses with soil. My roses usually have long stems, which make a huge pile after I trim them all back, so I need to get rid of them somehow. I either throw them to the garbage can, or leave them in my garden, in a place where they don't disturb my activity. This year I threw them in the vegetable garden where I will leave them until next spring when they will be dry enough to be burned together with other dry branches from the trees and bushes, which I will cut back in spring.
After all the roses are trimmed back, it's time for making mounds around them. I only need a spade to dig very deep inside, but a few inches farther from the rose bush, so I won't disturb their roots. I just lay the big ground chunks over the rose's canes and between them, but I don't cover them completely - just enough to be above the bud union. Even if the upper parts of the canes will freeze, I will trim them back again in spring. Now that the roses are winter-protected, I can clean up the rest of the garden when the weather allows and when I'll have more time. The days are shorter and this doesn't help. But even if I can't do all the cleaning in the garden before it starts snowing and freezing, I don't mind anymore. My roses are "covered" with soil and this was the only work which couldn't have been done later - it had to be done before winter sets in. I hope you did it too, but if not, do it today, so you won't lose your beautiful roses!