Yesterday I found the first rose sawfly larvae of the season. These are tiny guys. They are probably the curled rose sawfly, Allantus cinctus, but I am waiting on a positive identification. In any case you can look for damage to leaves by these and other sawflies. Small larvae typically skeletonize the leaves. Larger larvae consume entire leaves. Scout to this damage and also for feces which are a sure sign of something feeding on your plants. Looking at plants from above it is pretty easy to see lightly damaged leaves. Especially since rose people tend to have a discerning eye.
If infestations are large a contact insecticides such as a pyrethroid or acephate can be applied. Conserve is also labeled for sawflies. Small infestations in home landscapes could be managed with horticultural oil or insecticidal soap.