Certain wasps are effective predators of sawfly larvae. They nest under my eaves and hover around the roses, picking off enough worms to provide good control. If you don't have these, hand picking can provide control on bush roses (as opposed to climbers and big shrubs).

If you are getting that much damage, you could spray with Safer's soap or spinosad, a relatively safe insecticide.

Agree with Michael.
If your climbers are large, and hand-picking is impractical (I sort of enjoy that activity) go for insecticidal soap (following the directions on the package).

IF the plants are where you can reach the foliage, heck, popping the little devils is emotionally satisfying, and I recommend it.

Jeri

I wish to goodness a beetle predator would show up in my garden, but otherwise the pest population here is at quite tolerable levels.
I don't know what kind they are, but there's a wasp that builds little nests all over the garden, attaching them to the roses themselves. The nests are about half the size of a walnut. Are these my sawfly predators? Also unknown animal visitors that come in the night root up areas of grass and dig holes, which is tiresome from many points of view but I hope they're feeding on beetle grubs.
All this is more interesting than useful, but I think if you avoid the various -cides and allow a bit of disorder and spontaneity in the garden, eventually the predators of the predators will arrive. I also hear good things about encouraging insectivorous birds to make themselves at home.
I like what you say about fly control in the barn! Cool!
Good luck,
Melissa

Melissa,
Are you sure those little nests are wasps and not praying mantis?
I don't know if praying mantis get sawfly larvae, but they are a great insect insectivore and you can buy them both online and even in some nurseries.