ziploc tents are not a bad idea.
Or you could make cones out of stiff, clear plastic if you can find any, and stack leaf mulch up the sides to protect them even more.
Or take 2L soda bottles, cut the bottoms off, take the caps off, and use those.. you can put a stake in the ground near the seedling and slide the mouth of the soda bottle over it to keep the 'greenhouse' from blowing away. It has been nasty here too; we got a noreaster last night and it has been windier than fuckballs.