Cover them with about a two foot thick, loose pile of pine boughs, needles and all. Then fill it up with fall leaves. Give them a good mulching like this, and your chances are close to 100%. It's a very hardy grass...good down to zone 3.

Don't do this until the surface couple of inches of soil are frozen. If you do it too early, mice will move in.

Be sure to clear it away in early spring, because this grass is a very early starter.

I always cut my Karl Foerster back in the fall because it starts to grow so early in spring It comes back fine. Our coldest temp for a while now was minus 25 degrees and no snow cover. Just thought since I garden in cold northern IL. that this might help. No winter protection applied. Good luck, Pat

It should come back just fine, I have made the same mistake more then once and not mulched it. It just might not look it's best; at lest that has been the case for me, looking less full or having less inflorescence.