You should cut them both back, as it may be the only way to tell if they survived winter. They're both out of their element in your zone, 'Amazon Mist' moreso than 'Red Rooster.' If the plants are fairly small, you can tell if they survived by tugging on them. Chances are they are dead, and the dead roots won't have a grip on the soil.

Thanks Donn,
I trimmed them today. The 3 red roosters all look good as does the Amazon Mist. I had one of those before and it lasted about 3 years before dieing. We didn't have any really cold prolonged weather this winter so maybe that helped. Not much snow stays put where 2 of the red roosters are but they were mulched so I am sure that helped.

Are you to burn it back in the early spring or late winter as you do other ornamental grasses?

You can burn most grasses back instead of cutting, if it's allowed where you live. I'd avoid a raging inferno, if possible, so you're just burning off the dry foliage and not over-heating the crown. When fields of grass are burned, either on purpose or by nature, it's a fast moving event, and the ground itself doesn't really get very hot.