Lilies are reliable perennials in your zone. You can plant them in the ground any time when the soil is workable and not frozen. Try to not disturb the roots though. Transplanting might affect this year blooming if you will damage too many roots. I assume you were talking about true Lilies (Lilium).

I thought the cold could damage the developing leaves and stalk because those aren't as hardy as the bulb? But yes they're true lilies. Anyway we're due for 60-70 degree weather this upcoming weekend, I guess it should be safe to plant them then even if it gets down to 40 in the night.

The top growth of lilies can withstand a light frost. In a rare case of the late hard frosts they should be protected of course...