Certified GKH Gardening Expert
If they haven't leafed out, I would contact the company where you bought them for a refund. The short cool spell should not have killed them. The companies that send bare root roses out usually send them at the proper planting time for your zone. They should be planted ASAP on arrival.
You can very carefully use a nail to scratch a ver and see if the cane still has green or is dead. However, if the cane is dead, scratching will not tell you the condition of the roots. You would have to extract the bush and inspect to tell. Since that can disturb the roots, I woul just give the bush about a month max to see if you detect either leaf out on the canes or new canes growing. In the meantime, water and mulch but do not fertilize as the plant is stressed. At the same time, and because some warranties have time limits, I would contact the nursery and report the lack of growth so they have a record of you calling. Good luck, Luis