I would leave all live wood on and not prune anything yet. That's just me. I think the more stored energy they're allowed to retain, the better off they'll be in spring. They're so young and have so much growing to do, I wouldn't cut away anything that's going to help them bulk up, at least not yet.

Don't prune anything until spring. Meanwhile, in late February, put some high quality compost around the roses. A couple of weeks later, put an organic (like Plant Tone) around the base of the roses. In March, fertilize the roses with Lilly Miller Organic granular fertilize. See if that helps. Have you added amendments to your soil? Diane

I also wouldnt prune just yet, but after doing what Diane said on her post I would also prune them. I have found my roses respond well to heavy prunning here when they are spindly like those.