Overwintering Brussels sprouts

Here's the thing: Last summer, obviously too late, I planted a few Brussels sprout plants. In fall/early winter, the sprouts were still too small to harvest, and, lazy as I am, I left the plants where they were. Now, at the beginning of February, I was actually able to harvest some decent sprouts.

What has been your experience? (I have often seen Brussels sprout plants overwinter in gardens, so I think it's fairly normal).

When is the best/latest time to harvest before the plant and its florets start to sprout? Should you definitely remove the lower leaves (seems to be the norm) or do they actually provide protection during harsh winter weather?