I would be very surprised if this was caused by bees, but most likely by the grasshoppers.
You can purchase a control product called grasshopper semaspore bait either at your local nursery, or on-line. I know that Gardener's Supply Company at www.gardeners.com has it. It is a biological control safe for people and pets.
Of course, not knowing your lifestyle, if you are raising poultry such as turkeys, chickens, etc. - let them have a go at your grasshoppers, they love them.
Also, grasshoppers love it where it is hot and dry. If you can, try spraying around your roses with a hose in the early morning to keep it a little damp. Don't leave it soaking wet for too long, as this invites a whole host of other problems like mildew, etc.
Hope this helps!
VAL (Grandpa's Rose)