No need to wait - for either the leaves or frost. Pick off the lowest leaves should the soil cover them and mound it on! My preference would be compost, which may need to be topped off again in late spring but regular garden soil would work also. It does not hurt (and will actually encourage better root development and more stems) if the soil is 4-6" above the root crown or the level it was in the nursery container.

For the future, it is recommended that clematis be planted deeply - to the first set of leaf nodes or anywhere from 4-8" deeper than in the original container.