The reason for concern is that winter damage is usually via drying, and in newly transplanted shrubs, the roots (because of the transplanting) are structurally damaged and cannot hydrate the plant as efficiently as an established root system.
Your plants, being in the ground since April, and having put out a good amount of new growth, show that the plant has put out considerable root growth also (a good percentage in the form of root hairs). In other words, you really shouldn't have a problem. Now if you have any dry spells, going into winter, so long as the ground isn't frozen, I'd encourage you to irrigate. In any case, mulching (~3" deep with some organic matter) will be very beneficial and I recommend that you do that.
These plants are very cold hardy, and cold isn't the issue unless they are too dry, then they'll get wind/winter burn. Your plants seem great, and I'd expect very little to no winter damage on them. In the case of some winter burn occurring, wait until the growth flush (or bud break) in spring and trim out any dead.
Also, if you fertilize, don't fertilize this fall, because that can promote more growth, that may not get a chance to fully harden before cold weather sets in, and that will render your plants more susceptible to winter burn. Fertilizing in the spring is a great idea, though, and I highly recommend doing that. Natural fertilizers are healthier for your soil and plant than chemicals.