My yews lost all their needles this winter (I'm in New Hampshire). I planted them 3 years ago and this is the first for this. Will they be ok? Will the needles grow back? I hope so- I really do love them.
The Yew might put out more needles, it's a wait and see. Usually, winter burn shows itself by yellowing needles, which turn brown and eventually fall off, they don't just drop off in their green state. Winter burn is aggravated by the ground being frozen for a length of time, which means the trees cannot take up water, and that may cause the needles to discolor and fall.
I suggest you give the trees some time to see if they start putting out new growth, at which point you can decide whether any dead parts need pruning out completely.