Good for you for planting a nice selection of grapes! You’re absolutely right, that with Utah’s higher latitude, often-high altitude, and warmer summers, you get a bit more extreme growing season than many of us in the rest of the country. For you, winterkill is a real issue, so frost and cold hardiness is essential. This is where hybrid grapes, which are crosses between hardier “American” species (v. Labrusca or v. Rotundifolia) and the typical “European” grapes we associate with fine winemaking, come into play. Hybrids help bridge the gap between flavor, style, and weather tolerance, often making very pleasant wines. Seyval Blanc and Baco Noir are two nice choices and they should give you some good raw material for wines.
Since you’ve decided to try your hand at a European varietal, you actually did choose one that I recommend for places like New Mexico or Utah that have warm summers, higher altitudes, and colder winters. Pinot Grigio doesn’t need as long to ripen as some white wine grapes and higher acid can actually be of benefit in the final wine style. Sauvignon Blanc and Chardonnay are other good choices, and Grenache, Cinsault or even Pinot Noir can sometimes do well for reds.
Because of Utah’s “dry” history (with alcohol I mean, not with the weather), there are perhaps fewer resources for the home viticulturist and home winemaker than other states have. However, it still might be worth your while to contact the Utah State University Extension (extension.usu.edu) to see if they have anybody over there in the agricultural division that could help you out.