I always put some into winter
Before we had varroa, when I had well over 100 colonies of bees I regularly put nuclei into winter. I did much of the pollination of apple orchards that were in my part of West Sussex at the time. I used to put strong 4-5 frame nucs into winter and found the survival rate was as good as the full colonies. I found they were amongst the strongest colonies in the spring, even though they mainly had minimal protection. They were good colonies to take to the orchards.
In those days there were a large number of WBCs in existence and I collected many for next to nothing, mainly because the floors had rotted or the lifts had fallen to bits and I was given the remains. That still left many brood boxes, so I made up a number of floors, similar to single walled hives, that I put the WBC brood boxes on. Plastic fertiliser sacks were used as quilts, with something waterproof for a roof, which could be anything from a sheet of corrugated iron to a paving slab! The nucs were wintered in these with no other protection, no packing and no division boards "to keep them warm".
I mention all the above because I have a lot of experience and success of wintering nucs pre-varroa. I learnt a lot too, especially that the old saying "the best packing for bees is bees" is spot on. Since varroa arrived it has become much more difficult because the mite and the viruses it vectors has shortened the lives of winter bees, meaning weaker or dead colonies in the spring. It is still possible to get nucs through the winter though and I still do, but I need to be more careful.
I use a lot of standard frame nucs for queen mating, which are worked quite hard, with flying bees and brood added or removed during the summer. At the end of the season they vary a lot in strength, depending on circumstances and if any queens have failed. What they usually have is a young queen, which means they are laying well, so providing the nuc with young bees that will last most of the winter.
Uniting of smaller nucs may be needed, or because you have some poor queens that you would normally cull. When uniting you must remember that two 3 frame nucs don't make one 6 frame nuc. There won't be as many bees as you think there should be. In normal circumstances I like to unite in August, to give the nuc time to settle down and get things where they want them. You can increase the number of bees in a nuc by adding a frame of sealed brood from a full colony.
For wintering any colony there are a few things you need to have, but the smaller the colony, the more important they are.
Here are the main ones:-
Since varroa has changed things I have successfully wintered nucs, often as small as three frames. I put 6 nucs into the 2014/15 winter that were quite weak, but I wanted to try to save the queens. I didn't expect any of them to survive, but they all did. I wouldn't suggest putting weak nucs into winter as a matter of course, but it shows what can be achieved if you prepare them as above.
So far I have only mentioned wintering established nucs, but towards the end of the season you can easily make up nucs to overwinter from your honey producing colonies using increase Method 4. If the nucs are balanced well, with plenty of bees, sealed brood and gentle feeding they will soon be in the same state as an extablished colony. No harm will come to your full colonies if they have the required amount of brood, bees and stores.
Winter losses are greater than they were and the ordinary beekeeper with 3-5 colonies can expect to lose one or two. Putting one or two strong nucs into winter is a good way of making up losses before they happen.