Hey there-
I have not gotten this to germinate by wintersowing- so I am really not too knowledgable about this- BUT- my neighbor in the metro area, has had this plant make it though 1 winter- and has had seedlings come up but not do too well the first year- and had 1 of those seedlings make it through it's first winter and bloom- only to die the next winter.
She has it out in her yard- unprotected- although she mulches well and deep. She also is a horticulturist- so she does know about planty things......
So I would hazzard a guess- that if you kept it closer to the heated foundation of a building- which should keep it's toes a bit warmer- there may be a better chance of it making it through our winters.
It really is too bad it is not better suited as an annual- but rarely will Gaillardia bloom as heavily as it could in it's first year- well- not that I have seen that is.
I do hope this is a bit helpfull -
Julie