curing clay during a freeze

I ambitiously took on a cob oven project a little late in the year, and got behind some.
I recently got a cob layer applied, which will go under the firebricks, with insulation around it.
The clay is obviously still drying, yet it's set freeze in the evenings in about three days.  ~28 degrees, for a few nights anyway.
Is this no big deal, or should I be worried?

Also, should I simply wait for Spring to finish the rest, or wait for a "warm" (no freezing at night) spell and knock the rest out?

Well this is a little late to be of any help to your predicament. If the cob has dried out some, it shouldnt really matter. There should be enough room in the material for any water to expand during freezing. Also, due to the high amount of mass, the cob shouldn't freeze in such moderately low temperatures after a day of above freezing weather. Since it is such a small project I would just throw a blanket or tarp over it for good measure at night and then untarp it so it can dry some more during the day.

Since this reply came a week after your post, what were your results. Any damage or is all okay?

As for finishing. Your name doesn't give any description of where you are located. Will it get much colder? If not too much more you can just finish and do the tarp/blanket method.