I have never wrapped my hydrangeas, either. But usually when we get our Christmas tree I bring home extra branches that they have trimmed from trees. (The guys at the lot are always glad to get rid of them). Then I put the pine branches over the hydrangeas, just push down from the top and the hydrangea stems hold them in place.The pine branches hold leaves and mulch there as well as make their own new pine needle mulch.
It's currently 20° here. I just bought a new car, a little Subaru, which is 4 wheel drive. Might make driving a little easier this winter.
Karen