| Most likely you have the Rose Slug, the larva of a sawfly. If the numbers are not very high the most effective means of control is to squish them between your thumb and forefinger, Insecticidal Soaps work if you are sure to hit the wee buggers and not just spray the leaf, Neem Oil products also work but since they are broad spectrum poisons they along with any pyrethrins should be last resort controls. |
Here is a link that might be useful: About Rose Slugs