Most leaves with irregular cuts or leaves totally removed are most likely been eaten by Caterpillars. Leaves look ‘lacy’ and chewed round the edges, also holes through the flowers and tops of the buds. There are several types which prefer roses and all are quite small. By disturbing the leaves they can drop on a thread like a thin stick. They are green or brown, very thin, and very mobile.
As their life cycle is quite short unless a huge amount of damage is being caused it may be to just live with it, or look over the plant for leaves folded over where they hide, and squash the leaf. To control the problem several specific bacterial caterpillar sprays exist which will be safe to other insects. ‘Success’ or ‘Dipel’ are a form of bacteria which when digested by the caterpillar kills it. Also ‘Eco-neem’ as a more natural method. Only spray when seen, no preventatives known.