Use insecticidal soap if the larva are small. Otherwise if you have the time and patience inspect the plants on a weekly basis and if you see larvae do the old “ pick and pinch” method of eradication.

I am inclined to agree with the method suggested by Loosestrife, though you can by pheromone traps that will attract the sawfly males away from genuine females.

Sad to say that eternal vigilance, as suggested is the only way.
If the leaves do get eaten then try feeding the plants with a high nitrogen feed afterwards to encourage new leaf growth.

Once you have experienced an infestation of sawflies perhaps disturb the soil and place a plastic sheeting or mulch beneath the bushes. The larvae overwinter in the soil beneath the bushes so a barrier might do the trick. I did think that a covering of fleece in the spring might be the way to go but they hatch beneath the plant and it would also hinder pollination.

Thank you all for your suggestions. I will try all.

I was just about to write more or less what Jimmy has said. I suffered sawfly for many years but when I found out that the grubs overwinter under the bush I tried shutting them in with a sheet of pond liner. I felt a bit sorry for them but it worked like a dream. Add your potash first though or it won't reach the roots.

Thanks Steragram. Most useful.