Smush them, they are saw fly larve or take a hose and spray down the roses.

I have them too. Squish the worms or flick them off the leaves (they won't climb back up). Every few weeks I also spray with Bayer Rose & Flower Insect Killer on the roses that are heavily affected. Seems to keep the damage to a minimum.

If you pour liquid rose and flower killer on the ground around the roses, according to instructions, you won't get any significant chewing at all. Why wait? You can also buy Imidacloprid (active ingredient in Bayer product) and mix a solution yourself, instead of paying a lot of money for the pre-mixed stuff.

As stated they are sawfly larvea (Rose Slugs)
Kill em if you pick them off the bush because they can climb back up on the bush...

I did a experiment not long ago and I watched 3 different rose slugs climb back up on to the bush after being placed away from the bush...

{{gwi:307121}}