Yuzu is hardy, yes, but the juice might not be worth the squeeze, as the saying goes. Even yuzu will almost certainly need a fair amount of protection in your area, as the duration of the cold, the short growing season, and the dry air at altitude will all conspire to kill your plant. If you’re going to have to protect, might as well protect something really good.
If you’ve had yuzu before and if you liked it, then sure, grow yuzu. But since it’s pretty limited as a fresh fruit, I’d only grow it if those two conditions were met and you know it’d be worth it for you.
Thomasville and sudachi might be worth it in a different way. Sudachi is similar to yuzu in hardiness, but can be used at a much less ripe stage, as it’s picked completely green and used as an aromatic lime. Thomasville is slightly less hardy in most conditions, but also makes for a good lime substitute. Hard to say which one would do better in your climate. Also worth mentioning that these are lime substitutes, but they have a pretty unique flavor that’s not really classic Persian lime.
Kumquat might be worth it if you can protect them enough. Meiwa is usually a favorite as it’s the sweetest. Marumi is said to be hardier but I’ve not seen proof yet. These and ten degree tangerine aka ClemYuzu are some of the few hardy citrus with good fresh eating fruit.
You don’t get long enough heat to make any of the 50/50 trifoliate hybrids palatable would be my guess. But who knows. I think Dunstan is decent, but that’s fully ripened and in the South. No idea if it’s good in other climates or less ripe.
If you’re willing to do a bit more protecting, I’d say try Xie Shan satsuma. It’ll be worth it if a really tasty traditional citrus sounds good to you, rather then something oddball like all the above. It’s considered one of the best tasting satsumas and it’s extremely early ripening.
Whatever you get, grafted onto flying dragon is the way to go. If you’re going to protect, and you will, might as well protect a dwarf.
Wind will be your enemy as much as cold. Plan your protection accordingly. Just Christmas lights and frost cloth might not be sufficient if you have a long, cold, dry winter. Definitely plant close to the house, especially if your ground usually freezes. Citrus can tolerate a light shade like from a house, especially if you’re not super high latitude. And plan your set up so you can protect against the first few freezes of the season and against late frosts, without having to protect permanently. Citrus are slow to go dormant, so exposing them to mild cold, while protecting from bad cold, is the name of the game. The first frost of the year at 31 F might be more damaging than a frost in January at 11 F. Similar, maybe something that can double as a bit of greenhouse might be useful in providing good early heat in the spring once the danger of frost is mostly passed. Like a frame around the plant that you can drape clear plastic over? Just spit balling. Regardless, Christmas lights, barrels of water, and frost cloths ( + temporary tarps for the worst nights?) are going to be good to have.