Are they exposed to direct sunlight? Can they be gotten to by wild animals? Then most definitely! I plan on putting chicken wire over the top of my pond JIC. For shade I was going to use an overhang and perhaps floating plants off to one side.

albartsch,

Are the fish in any more danger because they have slowed down due to the weather? The only reason that they might be in more danger from a wild animal is that food could be harder to find this time of the year but I doubt that they are in more danger. Being slower at night they tend to stay at the bottom which makes harder to get. They might be in a little more danger from birds this time of the years because birds are migrating this time of the year and might stop for some food. As far exposure to the sun. UV from the sun does not go very far into the water, only about 3 inches. Can fish get sunburned? Yes and this is the time year when they can get a sunburn. They can come to the surface to be warmed up from the heat of the sun and get sunburned. It will usually turn them a little red on top and that is about all.
Mike

Yes, they can feel very exposed and become stressed due to no plant cover.