They look like the first picture on this website
http://www.sactorose.org/ipm/84caterpillars.htm

My gut says it the evil rose slug.

NOT butterfly larvae but the larvae of the Saw Fly. ;( yuck

Whether you have a caterpillar or sawfly larvae, your best control is to remove them by hand as you find them. If you want an accurate ID, perhaps you can attach an image of your pest in action.

I'm inclined to think that you may have caterpillars, rather than sawflies because of your observation of the brown head, but they are extremely similar. Perhaps you can offer a description of the damage you've been observing. That would be a great clue.

The only two cats I've seen on roses are the evil rose slug (if this is it, you will see the leaves being eaten) and in fall the saddleback caterpillar. Be very careful of that one because it has quills on it that will stick you with a painful poison. They are also on trees.

they're sawflies, i'm pretty sure. should i kill them?

Of course! Remove them by hand when you find them and drop them into a bucket of soapy water....or toss them into the bird bath. A few moments of plucking (they don't bite or sting) will get rid of a bunch.

They are also controlled by insecticidal soap applications. Just be careful to avoid any pollinating insects that may be present at the time. Insecticidal soap must make actual contact with the pest in order to do the job, so the application must be targeted.

Same suggestion would apply to caterpillars that might be devouring your roses.

If you see any that look like the picture below, don't kill them. They are hoover fly larva and they eat aphids.
{{gwi:492263}}