Do it as soon as poss. if the soil is frozen, plant in pots of compost and plant the whole potful in the spring. protect from squirrels and other rodents that think crocus are a nice canape.
Almost anything's better than just leaving them to dry out. Trying to get them in your lawn might not be feasible as you'll be compacting the (probably wet) ground getting them in. Pots are the best solution as fidget says. You can sort them out and get them in your lawn next year when conditions are more suitable
I must get on and do something with my collection of bulbs