Hello now i am not sure but could these be the larvae of the rose leaf rolling sawfly, have you noticed any leaves tightly rolled, if you have this then what happens is the sawfly lays the eggs on the leaves in early spring once hatching takes place the leaf is tightly rolled and the larvae start to feed, i have come across this before and the roses wont be killed just look unsightly, the larvae go into the soil to pupate.

I have not noticed any rolling. The only thing I have noticed is the leaves being stripped on a few branches at a fast rate.

I have just googled sawfly larvae and there is certainly a resemblence.

Are sawfly beneficial?

Nope, caterpillars are not beneficial, they eat your plants. Butterflies are pretty which is why people leave nettles and let them eat some of their plants. Sawflies are a nuisance - I'd squash the caterpillars.

O.K. Thanks Beattie.