If you've got 16 seedlings going, leave them right where they are for the winter. To try and transplant into pots now is very iffy. The roots of a plant are the most vulnerable to cold, next would be leaves. That is why deciduous trees lose their leaves for winter. Pines or conifers have evergreen needles made for surviving the cold. Even the needles on your baby pines will do just fine for the winter. Deciduous and herbaceous baby plants have very fragile newbie leaves and you are right to think newly germinated plants would not be winter hardy. Yours are as ready as they are able and the best thing for your little pines is to leave them alone for this winter.
There are lots of things you can do to add protection and get a few of them ready for pots in the spring. Dig a little trench in a circle around one of your pines. I am guessing your plants are spaced somewhat so chose one or two and using a radius of 4" draw a circle (need to see a photo of these plants for a better take on the size of circle). Take a sod knife or something sharp and flat to cut into that circle about 6" deep. Go out away from the center a couple inches and make another circle and cut into the soil again. Scoop out the soil between the two circles and stuff that 'trench' with straw. This is your first root pruning. Your tree will have enough time to put out more roots within that 8" and adapt. Hopefully, that is why this is kind of an experiment. Next spring you can pop that plant out and pot it. USE only potting soil for pots!!
Do this with a few of the little trees and bone up on Bonsai over the winter! Bonsai is the ultimate of man over nature. Excellent way to understand plants because if you screw up the plant dies. Very humbling. If you learn how to keep a Bonsai alive as well as dictating its growth, pruning roots, daily watering (we'll talk about this later), how to fertilize (very very very little), when to fertilize, how to harden the plant to enjoy the summers on a covered porch to be acclimatized to be brought back into your home for the winter will give your plants a longer life than you'll have!
It would be best to find a hands-on Bonsai class by a Bonsai master for the winter. You want to be ready to wrap that copper wire around trunks/branches, prune roots, learn about the size of pot to begin (usually bigger to gradually get your plant used to being confined and a smaller pot, some Bonsai people advocate getting it into the pot it will live in for decades), how to water (truly, this is the only situation where watering everyday is indicated but take that class so you will know when your baby Bonsai needs water, there is no 'recipe' to follow). What makes watering more confusing is the lack of drainage holes, I never got used to that bit. I always had drainage holes in my Bonsai (they are all dead by the way, grins). Hey, life gets in the way, vacations can kill a Bonsai when your babysitter screws up, for one example. Your instructor will explain everything. Roots should never sit in water, period, well when growing in soil anyhoo. But because of the photosynthetic mass in relation to the roots/soil, the plant takes up all the water in a day within its tiny ecosystem of soil. Depending on the season and type of plant.
Your 'baby' should have a spot outside that is just for that Bonsai and depending on the plant it will be in shade or partial shade or full sun...every spring and summer after being retrained to go outside. The tree is able to make maximum food to store in its roots from the best light and air of the out doors. At a certain day length of light every fall, you retrain the Bonsai to go to its spot inside for the winter. Routine is everything with Bonsai. You develop the routine by listening to the needs of your plant. Any and all stress is multiplied for Bonsai plants. Make no mistake, a Bonsai is a pet who needs you 24/7.
When you become successful, you are going to have to find someone to put in your will to take care of your Bonsai. Most likely someone in your Bonsai classes...do you begin to get the idea why decades old and century old Bonsai are so costly?
To purchase an expensive Bonsai without knowledge and practice is the worst way to learn. There are inexpensive Bonsai that are already started and would be good study tool. When you take classes you'll begin to see that the inexpensive Bonsai done more or less on a production line is lamely done. You can become a Bonsai Snob! Very cool.
I only know from books what your country is about. Hot dry summers and brutally cold winters. All pictures I have seen of Turkey is rock and sand with little vegetation. Is this true? Please talk about the temperatures and soils, and what is your USDA zone?
There are other ways to protect the baby trees to ensure they survive the winter such as; covering with row cloth, making a perimeter of straw bales around the trees, covering with row cloth, use up the rest of the straw from doing the little trenches of root pruning to mulch the soil around all the baby trees (after a good last soaking before the freeze hits), one could use plastic milk jugs as a mini greenhouse for each tree, rubber tires work well to make a more hospitable micro environment. Be careful to watch closely as little rodents love the warmth, safety of a mulch and will chew on the trunks. I don't know what you've got for rats, voles, mice. Not to worry, this isn't that big of a deal if you are vigilant.
But leaving those little trees right where they are is best. The trenching would be an experiment you'll have to do anyway and fall is best. The little trees will be putting down more roots all winter long. In the spring you'll have a couple of trees ready to pot and play with. The rest you'll trench and prepare to be potted in the spring to be potted the NEXT spring when you are a master Bonsai dude. Well, at least a novice. You could also think about getting free classes if you offer your instructor some of your trees all ready to start Bonsai manipulation/husbandry.
If you've dreamed about doing Bonsai you HAVE to take a class or two or three!! Akin to martial arts, just getting to black belt (keeping a Bonsai alive) means you are learning the language of plants and on your way to becoming a 2nd degree black belt... and so on. A gardener. A human that understands the needs of plants which are completely different than needs of animals.
Does Turkey have classes in Bonsai? Tell us more about Turkey and the soil, and water and availability for potting soil, Bonsai pots, how long before the next freeze, what other experience you've had with plants. Do you have a shaded patio? Get a few Bonsai books for the winter as well. All this work, in my opinion is WORTH doing!! Best kind of pet and a way to better understand life around you. Hope this is helpful. I get focused and typing and well, I am known for TMI!