Leaf cutter bees......It happens to me too (on my bigger roses mostly). If it's not too bad, I just let them be......no pun intended.

I don't think so because I researched them and everything I found says they cut holes from the edge in. My rose's hole is smack in the center of the petal several layers thick (I wish I had a photo)

Sounds like Japanese Beetles to me, but I don't know if you get them down there. The would be pretty things if they weren't so destructive. Take a can of soapy water into the garden and look for them, pick them off and drop them into the can. If you see a lot of them, then insecticides containing Merit (imidacloprid) have been effective for me.

Examine the underside of the leaves and look for a little, green worm. That will be your culprit.