Answer: Leafrollers are common pests of citrus trees and they knit leaves together with webbing, just as you've described. At this stage I'd recommend handpicking affected leaves and destroyig them (along with the caterpillars). If it becomes a problem year after year you can spray the tree with horticultural oil in January and February before the buds open. Oil will suffocate the egg masses, and prevent a new generation from hatching. Bacillus thuringiensis is effective against caterpillars and safe to use on your trees, if you opt to use a pesticide.
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