Hard to tell, but it could be the larvae from the Red Lily Leaf Beetle. Do you see bright red small beetles anywhere? Is the "slug" covered in what looks like mud (actually, it's the larvae's excrement that it carries on its back - blek). Sevin will work - although it's the most toxic. Be careful when and where you spray it because it will kill beneficial insects as well. Be diligent about keeping it under control because it will kill your lilies if left untreated.