I thought I would research Banksia species which are suitable for areas where frost is an issue. Some species are frost tolerant once they are established.

Frost Tolerant Banksias
Species without any notation are known to be frost tolerant. Some species are not listed because I have not found reliable information about the frost tolerance.
Banksia aculeata (light to moderate frost)
Banksia ashbyi (tolerant when established)
Banksia attenuata (tolerant when established)
Banksia audax
Banksia baueri (woolly Banksia, Possum Banksia) (tolerant when established)
Banksia baxteri (Birds-nest Banksia) (tolerant when established)
Banksia blechnifolia (light to moderate frost)
Banksia brownii (when established)
Banksia burdettii (when established)
Banksia caleyi (when established)
Banksia candolleana
Banksia dentata
Banksia elderiana (Swordfish Banksia)
Banksia elegans
Banksia grandis (Bull Banksia)
Banksia hookerana (Acorn Banksia)
Banksia laevigata
Banksia lanata
Banksia lemanniana
Banksia leptophylla (tolerates light frost)
Banksia lindleyana (Porcupine Banksia)
Banksia lullfitzii
Banksia marginata (Silver Banksia)
Banksia media (Golden Stalk, Southern Plains Banksia)
Banksia meisneri (moderate frost tolerance)
Banksia menziesii (Firewood Banksia)
Banksia nutans (Nodding Banksia)
Banksia occidentalis (Red swamp Banksia) (Tolerates light frost)
Banksia oreophila
Banksia petiolaris
Banksia pilostylis
Banksia praemorsa (Cut Leaf Banksia)
Banksia prionotes (Acorn Banksia)
Banksia repens (Creeping Banksia)
Banksia robur (Swamp Banksia)
Banksia saxicola
Banksia scabrella (tolerates light frost)
Banksia sceptrum (Sceptre Banksia)
Banksia speciosa (Showy Banksia)
Banksia sphaerocarpa (Round -fruited Banksia)
Banksia tricuspis