The sawfly larva is a gray caterpillar with dark stripes. Working at night, it feeds on foliage of many flowers, often skeletonizing the lower leaves, and may defoliate the plant.
If there are just a few, go out after dark and pick them off by hand and drop them into a plastic bag for the trash.
For heavier infestations spray the foliage of vulnerable plants with an insecticide product containing Bt (Bacillus thuringiensis) just as the young caterpillars begin feeding. They will ingest the bacteria, sicken, stop eating and die in a matter of days. Repeat the Bt spray if it rains.