How big were they? I am wondering if they might be the precursor to sod webworm? If so those you will soon see webs forming in the grass. The caterpillars are very easy to control with a product called BT Worm Killer. A small bottle is a lifetime supply as it never goes bad. BT is a bacterial disease for caterpillars that causes them to become paralyzed immediately. It does not affect other forms of insects. If you don't see webs, then don't do anything unless you see other damage.