Hmm..there is number of different insects..not specific to rose..that can do that..but the thing is that there is not much that you can do.
Main thing that I would do..other than ingnore the damage..is to pick any buds off that are effected. If it is insect that is looking overwintering place then you don't give a chance the problem repeating next year.
Without actually seing the biting/hole it is difficult to say what it might be..could be caterpillars, wasps, mice, earwicks, birds, some sort of beetles....
