Anna - Monarchs do not eat dill or parsley. Their host plant is different species of Milkweed (Asclepias). As far as I know, only certain Swallowtail butterfly caterpillars use dill and parsley as a host plant. Seeing two different caterpillars in the photos is actually the same butterfly caterpillar at different instar growth stages:
http://www.raisingbutterflies....
That is wonderful that you are developing an interest in butterflies! I hope your garden is full of butterflies this Spring!