Flick into a cup of soapy water.

Look up Lily beetle pupae or lily beetle larvae to compare with the brown things.

Thanks rhizo - I've looked it up and that's definitely it.

Where in Canada are you? There are some insect pests that, at this time, are appearing in some parts of Ontario and Quebec but not elsewhere.

I'm in Toronto

You might try looking up the lily beetle adult to see if those are your red insects. If not, any chance of a picture?

Yes I saw the red ones too and didn't know those were the adults. It's definitely the right insect. Now I need to figure out what to do about it.

Just to add on the above, the small red insects referred to in my original post are red spider mites. They're different from the Lilly beetle adults who I know are also red and I've seen them on the Lilly only.

Spider mites are nearly microscopic in size and almost impossible to see without a hand lens or magnifying glass. and they don't make holes in leaves.

If you can get a clear photo, we can stop making assumptions and hopefully get to a correct ID.

It's hard to get a clear photo of something so small, especially with a mobile phone camera. Based on what I've looked at online though the photos there seem to match what I'm seeing on my sedum. Attached is the best shot I could get.

That little red thing is a great deal larger than a spider mite. As gardengal said, SMs are nearly microscopic, and not able to be seen as anything but dust specks. So, absolutely not a spider mite.

Have you considered aphids?

I don't think it's an aphid based on pics online I've looked at. These red things come in large numbers and are about the size of a grain of sand. If that's too big to make it a spider mite it must be something else. I will try to get a better photo later today.

Here is another shot of them. They don't fly, they just crawl.

The tiny red mite could be a red spider mite or a chigger.