I wouldn't bother to remove the leaves. They'll slow down and/or die off as it gets colder again. I don't cut mine back until the spring anyway. That way you don't encourage new soft growth too soon (which has happened with yours by the sound of it), you leave some protection on the stems and you know by spring if any stems have died off. In future I'd leave them to lose their leaves naturally. You don't say where you live so I can't tell you if a greenhouse is warm enough for them over the winter. Mine are still flowering outside but I have moved them up by the house. I'll bring them into the shed or cold greenhouse when there is actually a frost.

If your greenhouse is not very big you might consider it worthwhile getting one of those small paraffin heaters. They are quite cheap to run. This will keep the temp just above zero so all of these babies can survive the winter. Don't let the greenhouse get too stuffy, however, and whenever you can, open the windows. Watch out for pests. They will enjoy the comfy conditions also... Happy New year.