Radicchios, I just discovered a few years ago, are Winter Hardy Vegetables! (That is a big enough deal here in Z4 to rate caps.) I do nothing to winter them over–this panic covering was because they had only been snoozing over the false winter under their blanket of snow and were now putting out new leaves.
I start radicchios with the early lettuces and set them out the same way. They grow like large self-confident leaf lettuces all summer, ignoring the heat; cut and come again harvesting encourages them. They are mostly green, veined and splashed with red. Then when frost comes they make beautiful compact heads of even tastier leaves. If you put clay pots on them to force them, or dig & root-cellar them, you can have ‘Belgian Endive’ for pennies compared to what it would cost you at the store. The red & green & white varieties like Vareigata di Castelfranco blanch to a bright pink/pastel green/white that is stunning.
In the spring they head up once again for early greens-and reds! I started with mixed packets of seed, then when I saw the colors & forms I tumbled into the catalog pages and came up with more seed than I can sow in many years. Listen to the names: Rossa di Treviso, Orchidea Rossa, Grumolo Biondo . . .who could resist?
The radicchio/chicory family is large & confusing–a short hand way to keep them straight is that chicories are annual, radicchios are perennial, and the odd things like puntarelle (asparagus chicory) are usually perennial. In my climate the perennial ones overwinter one or two winters; on the coast I hear they go 4-5 years. Most of the radicchios are hardy here; I have the best luck with the red ones. For the most complete source of these beauties, look at Seeds of Italy’s catalog listing for Radicchio. They can no longer send seeds to the USA but there is an American affiliate that has most of the list, Seeds from Italy, which has good growing notes for Italian vegetables in the Northeast.
If you look at notes in the fancier cooking magazines, they will tell you that the best of these are not available in the US yet but I have most of them growing in my garden yearly and am nagging the other Farmers Market growers to grow them (I don’t sell produce).