I don't use chemicals if I can help it, so what else can I do to control these bugs. I open up the leaves and shake out the worms, but does this do any good?

If the leaves are totally closed up I cut them off, Will this affect the plants future leaf growth?

If the worms are exposed will they be eaten by birds or will they just die or do I actually need to squash them?

THanks

Unfortunately if you choose to NOT use chemical insecticides you are fighting a loosing battle in your area. Both the lesser and the greater leaf roller are present in large reproducing numbers in the southern and southeastern United States. The "proper" use of a "systemic" insecticide is the very best choice for truly effective control. Many gardeners attempt the cosmetic approach and typically achieve very poor results; this simply allows the pest numbers to multiply exponentially. Both the night flying moths (lesser) and butterflies (greater) are a pest in need of eradication.
I personally use a systemic Ortho product containing the active ingredient acephate (Orthene). This is a liquid that I prefer to apply very early or late in the day when our beneficial insects and bees are the least active. Please read instruction and do not apply around fish ponds. There are other systemic choices to choose from but you need an insecticide that can translocate throughout the plant. More than one application (10 days to 2 weeks-read instructions) will be necessary to maintain good control.
An information link to the leaf-roller: http://webs.lander.edu/rsfox/invertebrates/calpodes.html

Regards,
Kent