I am surprised you are seeing damage - lily shoots are quite able to withstand a light frost. It hit 27F here last week and my lilies are up about a foot. No damage. How much growth did they have on them? If they were already sprouted bulbs that had been held for sale indoors, then that abrupt transition to outdoors and freezing temperatures may have been the issue. FWIW, I always bury a significant portion of the sprout - it won't hurt to be deep in the soil and it does provide some additional protection.

"If they were already sprouted bulbs that had been held for sale indoors." Unfortunately this was the case. I did bring in the ones I hadn't planted yet, so those I'll bury a little deeper when I get to planting them. I'm nervous about planting anything else out this early now. Our weather seems to be riding a roller coaster. Monday it hit 90, an all time high.

There is a difference between various lilies how sensitive they are to the freezing. The trumpet lilies are the worst. Martagons and asiatics can take more.

Thanks Wieslaw. That's exactly what I found out the hard way. The Asiatics seem to have bounced back, but the trumpet lilies are still droopy (but not dead!)