Pulling the roots off of lily bulbs is generally not something advisable, though they should still end up being okay. Also, they do not require to be dried or cured off unless showing signs of rot, so do get them back in the ground if you already haven't done so.

I second what twrosz said. Leave the roots alone unless they are damaged and plant them in the ground as soon as you possibly can. Do not allow them to dry out or leave them out of the ground all winter. In the ground is where they belong.

Good luck with your lilies.