Hi grandmamarilyn - I don't claim to be an expert, and your area is colder than mine - but, I used to have a lot of miniatures and now have a few minis, hybrid teas, floribundas and shrubs - anyway, I have read that current thinking is to leave even weak, non productive canes as they still photosynthesize. For me, across the board, past September I just let my roses go - no pruning except for dead growth, and no leaf pulling unless they are dead anyway. I don't know why anyone would have you remove perfectly good leaves, a freeze will take them out anyway. As far as I know the main thing is don't do anything to encourage new soft growth, which will get blasted in the cold - which means no general pruning. I've never clipped mine just for possible wind damage, but if I did it would be as lightly as possible and only those whose canes are in real danger of snapping around and breaking. Seems to work - they all get a real clipping in early spring.

I don't prune anything in the fall. All my pruning is done in the spring. Nature, through winter dieback will determine the amount of pruning you need to do in spring.
That said, any extra long canes should be cut back to 3 feet or so. They'll break off anyway under a heavy snow load. Small rose cones or buckets placed over your miniatures after the ground freezes will keep them from breaking under the weight of snow

Removing leaves in the fall is a practice of some growers on the west coast. For all I know, maybe it does some good there. I think people in the colder zones should forget they ever heard of it.

Pruning long canes in the fall is mainly done to prevent strong winds from rocking the plant and disturbing the roots. I don't think this will be a problem with most miniature roses. If my doctor thought it was good practice to prune a cane just to prevent its possible breakage, I'd switch doctors.

I prune all my roses to about knee-high before I cover them. It makes it much easier to get the wire cages and leaves around them. I always have to trim back even further in the spring, so it's not like I'm cutting back canes that would otherwise be alive come spring. I never remove leaves - I let the cold weather take care of that. If I had miniatures, I'd do as Karl suggested and use rose cones or buckets. I do that with some of my smaller HTs.

I live in an area where we risk very cold weeks in the winter time with temps sometimes below -15F. I prune my roses when they have gone completely dormant (lost their leaves). I only prune to shorten some of the long canes on modern roses (The once bloomers, were pruned after they flowered in July). I do this to prevent "wind rock" and to prevent a heavy snowfall/or ice building up on the canes (we have ice storms each year), to bend or break the canes. I only have to winter protect my teas and china roses, that are tiny here anyway. I prune them to a size that is easier to cower with the protection material.