Hi. I'd wait to as late as possible just so they are stored for a shorter period of time. Guessing your's are potted? I'm in NW Ontario where it gets to -35*... -40* farenheit in winter but mine are all in the ground so I just put a layer of leaves on them late in the fall and leave them.

Why do you need to dig and store them? Unlike other types of bulbs, lilies never go fully dormant and they do not store well. In fact, they can deteriorate rather rapidly out of the ground unless you can offer the same sort of temperature controlled conditions the wholesale growers do. Generally lifting and storing/prechilling lilies is not a requirement anywhere in th US but only in very tropical areas (Lahore, Hawaii, etc.)

It is a far better practice to just leave them in place, stems and foliage intact, to mature and ripen naturally. Leaving them in place also allows the bulbs to naturalize or produce offsets, increasing the number of bulbs and flowers over time.

Ah, then I misread the zoning requirements lol. How do you keep yours from rotting in winter?