Answer: I'd leave the foliage alone for the time being. Although most of the leaf surface may be gone, there's still some photosynthesis taking place. When your shrub has finished using the leaves, it will drop them and new growth will begin. Roses can be host to so many pests that some gardeners use a systemic such as Bayer Advanced Garden 2 in 1 systemic for roses. It should work in your garden, as well. Be sure to follow label directions.
Best wishes with your roses!
Q&A Library Searching Tips