You can mulch, build a mini greenhouse over it, Place x-mass lights (white) around it --- make sure they are outdoor lights and the kind that give of heat, or grow in a container you bring in during the winter (sink it in the garden during the summer)

That is so funny, last night while weeding around the yucca I was thinking about plants and how we'll think they are thriving when compared to optimal conditions they aren't. I thought well, you never see a 15' yucca in Minnesota now do you? And here we just might. LOL!

My aunt gave me some rocks from Minnesota called "Thompsonite", I've no idea if the spelling is correct, black with lots of pink inclusions.

Good luck with your yucca. All the above instructions, your ground freezes though so protecting roots in ground may be a problem for ya.
Tally HO!

you must really want to make life difficult for yourself. My Y. faxoniana is 8' tall and 8' wide. I can' imagine trying to cover it.