Usually the top of the drilled piers are set below the frost depth, so that the bottom of the pile cap/grade beam set below the frost depth. Here in NJ, we have the frost at depth ranging from 3 to 3 ½ feet below the finished ground level. Therefore, all piles after driven and/or drilled usually cut at that depth. This is the common practice.
Also, the frost is usually occurring in fine sands and silty soils. So if applicable use a free drainage material similar to ¾ inch clean crushed stone.
I hope some one could confirm this.
Good Luck