Depends if it is a sawfly that goes after roses or was just an accidental visitor. I can't ID it sufficiently from the image. Have you have any "worms" feeding on the leaves? The other critter looks slightly different to me, a closer picture may help.
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.
Hard to find info but my copy of the Peterson Field Guide to Beetles says for tumbling flower beetles "Larvae occur in dead or dying hardwoods, in pith of weeds, or in bracket fungi; they are believed to eat the plant materials." I did see a few references on the web to some species having larvae that are stalk borers. Nothing about the adults being harmful.