Walking onions are exceptionally hardy, and require no protection even in my cold winters. Yours should be fine. It is normal for some growth to occur before winter, the plants will go dormant when it freezes.

My EWO onions are up, some of them maybe 8-10" already. Most of them go dormant in late summer/early autumn (which is when the bulbils do their walking as the stems fall over), and then put out new growth in later autumn before winter starts. Most types are hardy as a stone and need next to no care at all.