I would look for more slugs hiding in the plant or just below the surface of the soil. Dig around a little and see if you can find them or surprise them with a flashlight visit during the night or before dawn. Slugs usually eat holes in the leaves and since you found others they may be the culprits. Flea beetles will also eat holes in the leaves but I wouldn't think they would be active now. Cucumber beetles will eat holes but usually in the blooms. If you can't find any more slugs then I would treat the plant with a little Sevendust of if organic is your preference try insecticidal soap. I wouldn't use Seven on the blooms as they could turn the petals brown and I have no experience with the other in that regard.

IME deer tend to eat what they remove, while both squirrels and groundhogs tend to leave some of what they have removed behind. You could spray them with something like Deer Off that makes them smell and taste unpleasant. I think it needs to be resprayed after rain, though when I used it on shrubs for the winter, I mixed it with Wiltpruf so that it wouldn't wash off.

Thanks for all the responses. We have had very few Japanese and Oriental beetles this year so I don't think these are causing this damage. Plus I don't believe that they deposit "droppings" like what is on my rose buds. I have seen grasshoppers on my roses and immature Katy-dids as MichaelG suggested. Looked up the photo of the immature katy-did and it looked identical to the insect I'm seeing in addition to the grasshoppers. I found a microbe fungi Nomesa Locustae that will cause death without harming beneficials but I it is questionable that it can be sold in Massachusetts although I have found some sites where it looks like they do ship to MA. I'll try the tulle and the pyrethrin which I have on hand. It's so frustrating to wait for buds and then have them all eaten by these nasty little buggers!

They are on a balch so it could really be an animal other than a bird. Help! ==>> i think you mean balcony and only could be birds??? where are you.. big city name.. how high up ... etc.. you havent really given us anything to work with.. other than the buds are gone ... ken