Can you please advise me what I can spray on my 'Lots of Lemons' Lemon tree to stop the grasshoppers from eating it?
Diluted orange oil (1 oz per gallon) is effective on grasshoppers, but if it is not working well enough, consider combining it with neem oil. It works on pests in a different fashion, so the combination should cover all your bases. Here is more information on neem oil: https://www.gardeningknowhow.com/problems/pests/neem-oil-uses.htm
This article has more suggestions for grasshopper control: https://www.gardeningknowhow.com/plant-problems/pests/insects/grasshopper-control.htm