There's a factsheet on rose sawflies on the Missouri Botanical Garden site, it's called "rose and pear slugs (sawflies)" and it suggests some controls. You should be able to get to it by Googling on the keywords rose sawflies missouri or something similar. I can't get my iPad to paste a link, unfortunately.
Edit: Cross-posted - what is the yellow flower? I don't think it's the same but not sure. It's not likely that a rose sawfly would go for an unrelated plant either.
