Wait until the ground has thawed to transplant your hellebores to the garden. You need to be able to dig the soil a little deeper and wider than the size of the root ball in the pot. You will want to water well after you transplant them and the soil needs to be thawed and workable in order for the plant roots to take up the water. I would say to wait a few weeks yet. It should be fine to put them out in mid April or so, but it really depends on the weather. They are a very cold tolerant plant, but it's important to get the roots established in good workable soil. Enjoy them. They are wonderful plants!
Here is some additional information about herbaceous perennial plants that may be of interest to you. https://extension.umd.edu/learn/introduction-herbaceous-perennials-hg20