These appear to be grape sawfiles,
Grape Sawfly, Erythraspdes vitis (Harris) (Hymenoptera: Tenthredinidae)
They normally are not an economically important problem on grapes but spinosad, a biological insecticide, should work well on the young larvae (technically they are not caterpillars, as this term is reserved for Lepidoptera (butterfly and moth) larvae.  Also since the sawfly larvae are usually all bunched up you can simply remove entire leaves containing the colonies of young larvae and control them that way.  Removing one leaf with a colony of sawfly larvae will keep safe the many remaining leaves.  Grapes often benefit from a bit of leaf thinning anyway.