In addition to where he was found, it would also help to be better able to see the number of prolegs (Rachelle can you get a picture showing all of its legs from the side, not just the front and back ones?). I'm thinking if it had enough prolegs to be a sawfly larva (not a caterpillar) that we'd be able to see that. It does resemble some Geometridae moth caterpillars although I haven't found an exact match. (Different instars are always a problem as Kat noted).
The other thing that would also help is whether it is actually feeding on the lemon, or just hanging out there possibly on the wrong plant.
