Over Wintering Heliotrope.

I have some heliotropes I'd like to over-winter, has anyone ever successfully managed this? I was thinking of taking a cutting of the larger one but there's absolutely no sign of the new buds stopping any time soon, they just keep coming! I have another two which haven't grown that much or flowered (wrong position) and would be easy to lift and pot for the winter.

I have this cold frame which I'm also considering putting a jacket over, would putting them in here until spring be OK?