Calif. Sue is correct. They are VERY small. And they aren't on every leaf. You can blast UPWARDS from underneath with a strong spray of water, and knock them off that way.
Poison -- insecticides -- are overkill for this pest. They will soon turn into sawflies, and fly away, and your roses will grow new leaves. Watch for them next year, and get them when there are only a few.
Here's some information:
https://extension.umd.edu/hgic...
