Use styrofoam cups to cover the growing tips on your cactus. This will protect them from frost. It will not harm them. Most cacti are dormant and not growing at this time. The growth put on this past summer is tender and needs to be protected.
For more cold protection you can also use the following materials:
Be sure to tie on frost protection so the wind won’t blow it off and endanger your plants. Christmas lights (large bulb) also will help to keep plants warm, especially those large specimens that may be difficult to cover.
Never use plastic directly on your plants! This will trap moisture and cause plants to freeze.