I've not planted any sets out in the veg garden yet.
You can start sets off in modules and plant out later. I've started mine in modules, some in the house and some in the GH. The house one's, (red)) started shooting after a week so I've brought in a tray of white. The GH one's aren't showing any shoots.
I've also covered an area in the veg plot with a couple of cloches so some can go out early. Was going to start to harden half the red one's off next week with a view to planting them out under the cloches the week after, depends on the weather.
I've nothing to lose though, if there is a hard frost which kills then, then there'll be enough left to replace any which die.