The white grub in the soil will not be able to climb the plant and eat leaves. They will attack the roots of your plants. Most likely slugs or snails are doing the damage up top. Do you notice any snails around? Do you see any shiny trails on your plants or on the soil around the plants? That would indicate snails or slugs. Try going out at night with a flashlight and checking your plants, or if it is rainy or just after a rain, go out to check for snails. I take a container and pick off the snails as I go around the garden, and then get rid of them

I am not anti-mannmade-chemical, but I do use them only after reading up on them in scientifically-based literature and I do my best to choose the least harmful alternative, which sometimes includes not growing a particular plant. Personally, I wouldn't use Bayer Advanced, and I'd advise anyone who chooses to do so to act with good info and care as to timing so that it isn't likely to be present in the plant when the flowers bloom. Its main ingredient is Imidacloprid which is a systemic insecticide that acts as an insect neurotoxin and is one of the insecticides in the general class of neonicotinoids, which have been getting a fair amount of press for the last few years. The problem is that they are nonspecific and act generally on all insects and are long-lasting (info says protection for 30 days). So if you put it on your lilies, and then bees and other pollinators visit the blooms, it will kill them, not just the targeted bad bugs. IME knocking the lily beetle larvae and adults into soapy water is more time consuming, but effective and far healthier for the garden as a whole, but others have said that Bayer Advanced is the only insecticide that seems to work on the lily beetles. Captain Jacks Dead Bug Brew contains spinosad, which comes from a bacteria. It has similar effects on bugs that it effects to neonicotinoids in that it works as a neurotoxin, but once it has dried for 3+ hours, doesn't have nearly as much effect on bees. So it's much safer to use in the garden. I know it's effective for caterpillars of various sorts and thrips, but I don't know if it has any effect on red lily beetles. Another option for caterpillars like the ones on the broccoli and other cabbage family plants is Bt, a bacteria that only harms caterpillars. It's most effective when used on smaller caterpillars.

I didn't realize slugs eat heucheras as well as hostas Oh, dear!

Agree - I would think rats or squirrels are munching on them. I've had mocking birds pick at the plants, too. They are just darn mischievous! Here's a thread with the woes of battling the munchers and some interesting video posted down the thread. http://forums.gardenweb.com/discussions/3889765/help-the-squirrels-are-eating-my-succulents?n=57