It's a japanese beetle. Welcome to roses. You can knock them off every evening into a bucket/jar of soapy water like jim recommends and that does work very well, but if you want something stronger and non organic you can spray with sevin in the evenings (not powder, it kills bee hives and not during the day, as that kills active bees also) or use milky spore (Lowes and Home Depot carry it here) but that kills future eggs/beetles so it won't work this year. Or, be like me and do nothing. Some years are worse than others but I'm not harming the butterflies, frogs, skinks, or hummingbirds while trying to control a little leaf damage. When you don't kill one thing, everything lives and eats one another so it all works out for the best.

The most common "eater" of rose leaves in California is the Bristly Rose Slug, the larvae of the Rose Sawfly. The sawfly is a pudgy little wasp. It lays its eggs on the UNDERSIDES of the leaves and the caterpillars feed on the UNDERSIDES of the leaves. The rose slug is tiny, no more than 1/4-inch long and very slender, and it's the exact same pale green as the undersides of the leaves. Talk about hard to see and find! It's the critter that "skelotinizes" rose leaves. It's pretty easy to get rid of, actually. Almost any good spray will do the job: insecticidal soap, Neem, pyrethrum. The trick is to spray thoroughly UNDER the leaves. Not stand back and spray all over. You have to get UNDER the leaves. By the way, a commonly suggested spray for rose sawfly is BT. It doesn't work. It doesn't work because it's meant for the caterpillars of moths and butterflies. The rose slug is the larvae of a wasp. And I'm not sure of any beneficial insect that preys upon it. As for your rose buds, Applenut has a good idea. Go outside late at night with a flashlight. The critter most likely is an earwig, sowbug or pillbug. It also might be a slug or snail. Joe

The leaves are getting chewed up till there's nothing left. Have looked for caterpillars but can't seem to find any - but the plants are covered with these little bugs which is why I thought it might be them that were responsible. Mysterious.

I found this link that might help: Posted by gardenguru1950 SunsetZ16 (My Page) on Sat, Aug 8, 09 at 13:06 The most common "eater" of rose leaves in California is the Bristly Rose Slug, the larvae of the Rose Sawfly. The sawfly is a pudgy little wasp. It lays its eggs on the UNDERSIDES of the leaves and the caterpillars feed on the UNDERSIDES of the leaves. The rose slug is tiny, no more than 1/4-inch long and very slender, and it's the exact same pale green as the undersides of the leaves. Talk about hard to see and find! It's the critter that "skelotinizes" rose leaves. It's pretty easy to get rid of, actually. Almost any good spray will do the job: insecticidal soap, Neem, pyrethrum. The trick is to spray thoroughly UNDER the leaves. Not stand back and spray all over. You have to get UNDER the leaves. By the way, a commonly suggested spray for rose sawfly is BT. It doesn't work. It doesn't work because it's meant for the caterpillars of moths and butterflies. The rose slug is the larvae of a wasp. And I'm not sure of any beneficial insect that preys upon it. As for your rose buds, Applenut has a good idea. Go outside late at night with a flashlight. The critter most likely is an earwig, sowbug or pillbug. It also might be a slug or snail. Joe Here is a link that might be useful: Bugs that eat roses' leaves