If you have hundreds of them, I would wash them off with a strong spray of water from UNDER the leaves. (Most of the worms -- Rose Slugs -- will be on the underside of the foliage.) Brush with your hand, to make sure they fall.

If there are only a few, squish them. :-)

Using any sort of pesticide for this is like using a sledgehammer to kill flies. :-)

You could also use an insecticidal soap, either homemade, or commercial. There are recipes for making homemade insecticidal soap on the internet. I personally use a soap made by Safer, if it gets past the picking population level, which works quite well. Here is a link to the EPA Material Data Safety Sheet for the product.

I live in Ontario Canada, where virtually all chemical pesticides have been banned for home use by the Provincial Government, even thought they have federal approval for use. Insecticidal soaps are one of the few pesticides that are still commercially available here.

Here also is a link to a Clemson University Cooperative Extension Information Sheet that give more information on insecticidal soaps, their use, efficacy and safety.

Cheers, Rick