This is probably endelmomyia aethiops, the rose slug sawfly also known as the rose skeletonizer! The larvae look like small slugs and feed on rose leavesleaving a "skelton" where the veins are left. if you do want to get rid of them organically then you can try turning over the soil around your roese in winter - they spend the winter in cocoons in the soil. Leave to the predators or dispose of yourself. You could also try Derris or another organic epest control as soon as you see the damage (maybe too late for that now!). You could try squishing the little slug like bleeders or blasting them off the undersides of the leaves with a spray from the hose.