Certified GKH Gardening Expert
Mulching is one of the best ways to protect plants over winter. It also depends on the type of grass and your location. For instance, unless you live in a relatively warm climate, warm-season grasses won't tolerate cold. In fact, in cooler climates, they are often treated as annuals or overwintered indoors. If this is the case for you, then you could try digging up the plant, potting it and leaving it indoors over winter (watering once a month). Once srping returns, you can plant it back outdoors. Unfortunately, you might need to replace it in the event that it doesn't show signs of life.