I garden in west central Missouri, USDA Hardiness Zone 6b. My winter weather means I don't generally see the soil frozen for months on end and it can be protected with heavy layers of mulch to prevent long periods of freezing.
If you live somewhere in colder regions, you may need heavier layers of mulch, frost cloths, and even cold frames.
If you live somewhere with warmer winters you likely won't need much mulch and you can overwinter onions from seedling rather than sets.
I use this method to not only alleviate some of the work I have to do in the spring (one less thing to plant!) but also to allow the onions to root in before going dormant. In this manner, when the weather is just right the onion growth is off to the races giving me much larger bulbs come summer harvest.
I recorded this over the course of ten months to document the process for y you. If you have questions, let me know in the comments. I'm happy to answer them!
References and Resources:
Yellow Stuttgarter Onion Sets (what I planted in this video): https://amzn.to/4eW5WE1
Just Grow Something (articles and podcast): https://justgrowsomething.com