Lavenders are Mediterranian plants, so they can be a little touch and go in our colder climates. Here in Massachusetts I wait until late spring to see if the lavender starts making buds along its grey stems. Usually they make it through and produce buds along the stems; an occasional branch may have died and have to be pruned back. Definitely winter mulch helps, as well as planting them in a protected, well-drained area. So leave your plant unpruned and see how it buds out. You may be surprised!