My best guess is that they are May beetles (Melontha spp.) also known by the rather unfortunate name "cockchafer".
They usually feed at night. And they were a big problem in Europe at the beginning of the century.
There aren't a lot of reports of them in the Americas, but I don't know what else they could be.
The good news is that they usually disappear after spring.
The bad news is that in sufficient numbers they can do serious damage to oaks before they do.
Sevin would probably work if you want to go the chemical route for the adults.
If you want something natural you could try a neem product.
The real problem (if these are indeed May beetles) is that you likely have lots of larvae living in the soil, and they emerge cyclically (usually every 3-5 years). If you want real control you actually need to deal with the grubs, which are likely living in the grass around your property. There are also a number of things that will kill beetle grubs in lawns, some more toxic than others.

These may well be the May Beetles (or June Bug), one of many scarab beetles that exist around us. What you can do is difficult to suggest since some provinces have placed very strict controls on many of the products those of us in the United States have access to. AgCanada may have some information about what to do.

Here is a link that might be useful: May Beetle

Thank you, guys for helping me with identification! I am planning to print the pictures and go to the local nursery tomorrow to get dome advice on pest control.

Looks like a weevil of some sort, to me.