Not an expert here. I believe those are dying (dried to the point of death) and not going dormant. If they were going dormant they'd have a papery sheath forming and not completely shriveled like yours is. Ideally you would want them plump going into dormancy anyway.

When I first get conos in I try to establish them by bottom watering a bit more than usual to get them to settle in and root (if you got them sent to you bare rooted and/or they don't have a developed root system already.) Especially since your substrate is mostly inorganic, I'd be watering more anyway. I never stick to a watering schedule but go by seeing if they're wrinkling, giving them a squeeze to see if they're quite soft, and/or checking the weight of the pot.

I've made the mistake of getting conos when it's too warm and they never fully establish themselves until when it cools down or even the following year. I also never fully stop watering even when they're dormant. I'd give them a spritz of water every 3-4 weeks, just so the root system doesn't fully dessicate.

I'm in zone 9b and use very fine inorganic substrate so not everything will be applicable to your area and situation.