Please post images.

Usually the problem is green inchworms. Other chewing insects include caterpillars, leaf rollers, sawflies (moth larvae), cut worms, gall midge larvae, and loopers. The larvae of several species of insects can cause damage as the result of chewing on new foliage.

Gall midge larvae are white. But they measure less than 1/16 inch in length.

Two other white larvae are 1) from borers that feed on the stem under the bark and 2) from weevils that feed on the roots under ground, so it is not them.

Caterpillars fall from other plants on to rhododendrons can be a problem.

These pests hatch as the new growth is forming, and often eat out large areas of the soft growth. They may also roll the leaf with a white web. Damage usually only occurs on soft growth. Usually strong sprays with a garden hose will knock them off. They can also be controlled with Orthene, Malathion, or Diazinon. The problem with these materials is that they may harm the birds that normally eat the worms.

Here is a link that might be useful: Common azalea problems