Nope, don't cut them off. Leave them be and see what the warmer weather is gonna do. But you should've protected them from the rain by using garden fleece, which would've stave off the frost and wetness. Also, a little bit of mulching would've kept the soil temp a little bit warmer. But don't fret though, coz cordylines are resilient and can withstand the harsh weather.
So once the warm weather sets in, please don't forget to trim out the dead parts to give way for new sprouts. And since they've had to endure this near death experience, it'll be great if next time you're prepared to cover them with fleece or something. You don't wanna expose the cordylines to a consecutive death experience.