When my temperatures girate a lot, the roses tend to start flowering in January (like this year... azaleas, quinces and roses are blooming) but, I know that later in Jan or Feb, there will usually be temp drops so, instead of pruning them when it is too warm, I wait to prune later. But I have done it in January before and they were fine as long as I kept them mulched and watered before any big temperature drops.
At worst, the ends of the canes browned out after I pruned (and were followed by cold weather) and after the temperatures tanked. But not much.