That is an excellent photo of your damaged rose leaf. I am not sure that damage was inflicted by a pest. Do you have other rose leaves that are damaged? Have you seen any creature inflicting damage on your roses?
I raise and breed zinnias and I expect pests to damage their foliage. I hand pick the occasional woolly worm or grasshopper. The ingredients of some homemade sprays (buttermilk or baking powder for example) can cost as much as commercial sprays. But for the time being, is the leaf in your photo the only damage you are seeing to your roses?
Yes, I see a few other damaged leaves. And I have seen tiny grasshopper like insects, flies, tiny white bugs, and even smallish spiders on them. I wouldn\'t say the roses are covered in these pests, but I do see them. I have also seen a couple of lady bugs on the roses, and heard they were good to have around, so I leave them be.
You may click and view a larger version of the images below. These are crops of the original images to better focus in on the insects.
The grasshopper looking insect is in the first image.
Some type of white powdery substance in the second image.
A fly in the third image.
A tiny white bug in the fourth image.
And the last image is another of that fly.