I have a number of Bonsai Saplings.

They are in small/ish pots and have done well.

Im debating on weather placing them in my garage over winter is appropriate.

- Giant Seqouia
-Afghan Pine
-Mexican Pine
-Japanese Maple
-Lilac

I think some others, any advice.

My plan was to move them into the garage, temp definitely gets cold but not freezing, close to a window limited sun.

or Should I leave them out and just watch them?

Best

This is a very hard question to answer without knowing how your winters are.

Try to find out what usda hardiness zone you are living in and what zones the trees are hardy in. For trees in pots it makes sense to add one more zone. So if the species hardiness zones plus one is geeater than your local zone you can leave them outdoors. If not they will need protection.