Frost only occurs if there is enough humidity, watch the weather forecast on the local news as they will probably issue a frost alert if it is going to happen, in which case you can throw bed sheets or similar (lightweight) coverings over them to give them addt'l protection.
When it is 32F, the plants are in danger but when it happens for short periods the ground generally stays warmer than that and radiates heat upward all night so there is a good chance they will survive all winter long in your area, so long as it doesn't get too far below freezing for too long.
If the stress on them becomes high enough they will drop leaves on their own, no need to trim off leaves though as someone already mentioned, some leaves may end up being taken off as a consequence of, if you choose to, trim back the stem to a more manageable (more compact and dense) shape per the available space between each plant.
What makes the plant die first is freezing of the steams. It can lose all leaves and survive but then it brings in less energy and exerts more to grow new ones eventually. If it looses the leaves it may go completely dormant and wait until warmer weather hits to grow new ones. Generally if it gets cold enough to lose leaves (while still getting plenty of sun so that wasn't the reason), you may then have some dead tips of stems to cut off too. Generally you can tell this because the stem is green up to the point where it suddenly turns brown while usually without any damage, the further up the stem you go, the more green it is.