Not a problem. You can use whatever works for you.

For me only... Chicken wire (I use heavy versions that can stand up on their own) retains its standing shape without adding wood sticks/stakes and allows me enclose the top of the stems inside the wired area, while burlap would need several bags and would be a pain to "stand" on its own unless I put some stakes to prop it up (I am lazy and don't want to do that). But note: I have only been able to find burlap fabric from bags that used to have peanuts so that is where I am coming from. I would end up with a ton of bags if I wanted to cover all the hydrangeas, especially large mopheads. If you can find burlap in larger sizes, that would be better.

Typically, you want to use some material that will enclose the leaves (sides and top), prevent them from flying away and also allow some moisture to get thru in the form of water, snow, humidity. But not so much that it causes fungal issues. So burlap and chicken wire should be fine. Burlap probably helps more with ice and salt issues.

You also need to be able to add more leaves by mid-winter because some settling will occur and make the leaves go down and maybe expose the ends of the stems to the cold.

Thank you so much Luis! I have large rolls of burlap, so I will go with that and save some leaves to top up with.

If you get heavy snow, wire will stand up to it better than burlap. That may not be of concern where you are, however.

Thanks, yes that is a concern where I am.