Leaf footed bugs. They are bad. Hard to catch. They fly. I squish them with my hands when I can. Check for eggs underneath the leaves. They have a very distinquished egg. Google will help you see what I mean. Just google leaf footed bug eggs. Destroy them by hand.

I think I have the same bug but mine are more greyish. Please let me know if mine are the same.
Thanks.

It's hard to tell fro that photo but I think it's a different bug. It might as well be the same from your plant's perspective, though.

Yours aren't mature so they don't fly yet and may be a different color. Do they have "leaves" on their hind legs?

Rotax, yours appears to be a squash bug nymph.

Some sources (those in the business of selling poisons) will state the need to spray a lot of stuff around to control these, while others (.edu places) generally state they are not enough of a problem to require control. Since the Leaf Footed Bugs favor certain "weeds" most control effort suggestions are to keep the "weedy" places mowed, which may also remove places any predators may have to live in. Care in the use of any pesticide is necessary since many will also kill off any predators these buggers may have.

Here is a link that might be useful: About Leaf Footed Bugs

I don't spray anything! Chemical or organic. Organic sprays can still kill beneficials. The bugs do some damage, but not enough to worry about.