Many insect pests will eat holes in sunflower  foliage. Other than the appearance of the plants, 

holes in leaves rarely are a concern that needs treatment.  If you do decide 

to use a pesticide, we recommend you chose an organic one.  Here are a few websites that will help:

(Although the first site is from the University of California, it gives you information on the same insects that thrive in Michigan.)

http://www.ipm.ucdavis.edu/PMG/GARDEN/FLOWERS/sunflower.html

http://www.gardeningknowhow.com/ornamental/flowers/sunflower/sunflower-problems.htm

If you have additional concerns or questions, please let us know.