No, I wouldn't. You already have mulch in the bed so they should be fine. Wait until early spring to do any pruning and since these are new young plants I would only prune back any dead wood at that time. Let them grow and get better established before doing any hard pruning. You will be able to see in the spring what cane has lived and what has died from the winter. Just take off the dead wood and then stand back and look at the shape of the bush to see if it needs any fine tuning in the shape. In cold climates winter often determines how much pruning a rose needs. Since these are shrub roses and not exhibition hybrid teas you don't really need to cut them way down to 6 or 8 inches. You want them to grow bushy and fill out and get some size. So just take off what's dead stuff and let them fill out some. If and when they start to get too big then you can do a more severe pruning. But that may take a few years yet depending on how vigorous that variety of rose is.
