One at a time, warm them up. But if it stays cold, you won't be able to release them.
Have you seen any dead iguanas in your neighborhood? I suspect that the reason they could expand their territory to include your location must mean that they can survive being so radically cooled. I've seen posts about teens picking up S. Florida iguanas who were laying in a light snow. They were stiff and looked dead, but they revived when they were warmed up.