Of course if the weather outside is below freezing you would need to
winterize the unheated rooms.

The quick and dirty way of protecting the radiator from freezing AND
reducing system demand is to just wrap a blanket around the radiators in the
"closed off" rooms. The pipes will still be nice and hot but the room just
will not get much heat anymore.

BTW: it just isn't a good idea to let rooms get TOO cold in the winter.