you can cut down to the ground then protect with mulch or leave till spring..depends on if you can be bothered (I can't!) and how tidy you like to see the garden
None of the hundred species of Fuchsia are fully hardy if you are in the UK. They come from central and south Americaand New Zealand and are killed to ground level in our winter, but the hardy varieties readily send up new shoots in the spring. Its a good idea to leave the dead tops until spring to safeguard against alate spring frost. All the best for the New Year..
Don't cut them back yet! The foliage will offer a bit more protection for the plant over winter. You can cut them back in spring when they start growing new shoots.