I've found katydids on my plants, I don't know if they're eating them but guilty until proved innocent!

Check for orange dogs, the larva of the swallowtail buterfly.

Strawboss, did you inspect your citrus for plant bugs like white fly, etc?
If plant bugs aren't the problem, it could be a number of insects..
There's a safe product that won't kill bugs/animals made from Cayenne Pepper..It's called Hot Pepper Wax, Insect Repellent.
If you're interested, type in your search engine to see where it's sold. Someone on Ebay might have it for sale..
Sunshine Products sell quite a few organic supplies. I think I bought mine at MI bulb. Toni