In the climate I live in, it is unlikely that fruit on my citrus trees reaches maturity or even full size by winter time.

What will happen with these fruits? Will they drop off or continue growing when spring comes?

Fruit remain freeze-susceptible, regardless of the degree of hardening of the tree itself. In Florida at least, 4 hours at 28 °F (-2.2 °C) will damage fruit on trees that are leaf- and twig-hardy to much colder temperatures than that.

But as long as you keep the tree above freezing, the fruit will hang there and continue to develop -- at much slower speed when the temperature is low, to be sure, but still, development will continue. And yes, once the weather warms back up, develop will again speed up.

Thanks, that's good news then.