Hello, and thank you for contacting us.  it looks like a pretty spot for sunflowers.

My guess is that the long moist spring and our heat wave last week have caused the malformed leaves and perhaps made them temporarily attractive to passing insects. The plants are still very young, growth is tender, and they have not yet reached the full-on growth stage where they will shrug off most environmental and insect problems.  Other possible causes are chemicals (herbicides, insecticides, fertilizer) used on nearby plants that may have drifted onto the plant.

Sunflowers are wonderful plants for all sorts of insect pollinators and birds.  There could be several different critters that have taken an interest in your plants (I love the cameo by the grasshopper in your third picture). Midges and other serious pests of sunflowers are generally problems only for commercial/field grower of sunflowers.  I suggest waiting and seeing for another two weeks - hopefully by then the plants will be in growth spurt mode.  You could try spraying an insecticidal soap on the newest growth - this should discourage insects long enough to let the plants get big, and will not harm the pollinators or birds that will surely be visiting the blossoms.

I found this interesting document from Univ of California Extension - does not address your questions but thought it was interesting! http://cestanislaus.ucanr.edu/files/111738.pdf  I planted sunflower seeds this year as well - yours look WAY better than mine by the way. :o)

Good luck, and please write back if you have further questions or concerns.

Colorado Master Gardener Clinician Annette