Certified GKH Gardening Expert
If the holes in the leaves look more like clean half moon shaped cut outs, then it could be what is known as a cutter bee. They use the rose leaves foliage to make their little nests. Since they are very beneficial to us, I would just leave things be and they will stop eventually. Plus, they usually will not harm the bushes health. However, if they are more round or oblong holes, it could be a caterpillar or some other not so good bug. I recommend spraying the rose bushes down with Ortho Bug B Gon Max in that case. Two sprayings may be needed to gain control. Don't spray during the heat of the day. Spray in the early morning or later in the day when the temps have cooled.