I don't grow weed outside ATM but I use frost blankets for the veggies. They are a bit thicker than sheets and double layered. Sheets are fine for a short, light Frost's though.
When I do it...no matter what I cover them up with I fill up old 2 liters and gallon jugs full of the hottest water I can and put them with it to create some heat. Now mind you I do it as late as I can so that by morning they are fine.