A Rose By Any Other Name - Tastes Good to Something

So I've got roses. Which I love. My grandmother was like the Rose Queen of the Midwest - she could grow any kind of rose by giving it a stern look. One of her great tricks was that she'd toss coffee grounds and banana peels at the ground around them - and despite the swarm of flies around the base of the plant the roses would just THRIVE.
My roses are right by my front door - it's an nice tall plant and didn't look ALL that healthy until the past few days when suddenly it's started blooming (I HAVE been feeding it coffee grounds - though). I just felt like banana peels rotting right outside my front door might not be the way to go in this neighborhood.
My first rose was in full bloom the morning we walked out the door for our first day of Kindergarten. Which I felt was rather fun and lovely.

At this time I've got three more blooms getting ready to open and I couldn't be more pleased except that.......

Something is eating my roses.

The leaves are all holey and nibbled at - and one of my new blooms that is JUST peeking out has black spots on it. Almost ALL of them have had something taking very healthy bites out of the leaves.

It's not APHIDS (my grandmother's nemesis) because you can SEE Aphids.

So then - WHAT is it? Ideas?