Depends
Elk Ridge, Utah. You get real winters there don't you?
It takes 2 months or so of steadily decreasing night time temperatures for a tree to make the metabolic changes that make it winter cold hardy. Unfortunately it only takes 24 to 48 hours of warm temperatures to begin to loose winter hardiness. If you bring it into the living space, (say 68 to 78 F) and leave it there for a week, the tree will have lost most of its tolerance to cold temperatures.
If you have a space that is above freezing, but below 40 F (below +4 C ), that is the ideal place to put your tree after having inside for a few days to a week or so. If after being inside for more than 24 hours you put it back outside and get a bitter cold blast, it could kill vegetative buds. Potentially.
There is no real data for bonsai trees. An example from commercial high bush blueberries. In winter 2012-2013 SW Michigan, where we have a farm, had a normal cold winter, some zero temps, the usual 2 to 3 feet of snow. Then late January we had a thaw, and 2 days temperatures approached 75 to 80 F. Total freak weather. For about 5 days we had night temperatures that were well above 45 F, maybe above 55 F. Then suddenly weather returned to normal, a few days after the warm spell we returned to "normal", and had a night or two of 0 F. Now in Michigan, zero F is not that cold, blueberry flower buds are cold hardy to -18 F in a normal, gradually getting colder winter. So in theory, the zero should have been no problem. Wrong. For the entire region, total crop failure. Nearly 100% of the blueberry blossom buds were killed. Also 100% of the apple, peach, & cherry crops were killed. It was the worst year in the SW Michigan area in 50 years. Fortunately for our farm, the vegetative buds survived, the bushes recovered and flowered and fruited well the following year.
So just a few warm nights, wiped out the cold tolerance. This is a problem. So if you have a cool, above freezing space to return the Ume to, until it is safe to go outdoors, I would not bring it inside for more than a couple hours at a time. Utah can get some very cold weather, after that "late winter thaw" that tends to wake up trees like Ume.
