I found these on one of my roses yesterday; there aren't enough to do significant damage so I left them alone.
Sawfly have voracious appetities... squish them... they stripped down all the leaves on my "Yorkshire" ground cover rose in a couple of days... don't spray on principal and you cannot put your hand in as it has nasty incurved thorns that rip... so I'm rather glad I didn't see it until it was too late!
;D
With only eight to be found, I don't think they're going to do much harm. It's when you get scores that they strip whole plants.