Check the bark at the base of the plants.  If mice have stripped the bark off all the away around then they are probably gone.  Also check that you haven’t buried the stem with mulch.  Brush back the mulch until you find the original soil that the plant came in…hopefully you didn’t plant them too deep…a common mistake and always fatal although it may take a couple of years for the shrub to die.  Bend the smaller branches and, if they are brittle and snap easily then the branches are dead.  If there seems to be any life left to them at all, get some Mir-Acid  plant food and dilute it in water as directed, (no stronger) an wash it down over the stems and trunk of the plants.  This type of food can be absorbed directly into the cells of the bark…like an emergency intravenous feeding.  if there is any life left at all, this will help the plant grow leaves as quickly as possible.  Do this once a week.  If no signs of life appear after a month or so, then they are done in.  Holly and other broadleaf evergreen shouldn’t be planted in very windy locations exposed to the dry, cold north and west wind.  Perhaps that is part of the problem.