Autumn is a good time for planting out as the soil temperature is normally still quite warm but as these trees are only about 2 years old we feel that they will still need protecting from the frost this year and possibly some protection against the worst of the winter weather next year. After that we think that they will be fairly frost hardy. You mention that you are planting into heavy clay. The Wollemi Pine does not like 'wet feet' I would suggest that you dig the planting hole twice the necessary size and back fill the hole with some free draining top soil.