Thank you for asking Extension about your roses.  It may well be that Roseslug sawflies are responsible for the damage, but there are other possibilities as well. The link below shows some other insects that can cause similar damage to rose leaves.  It is probably important to know when the damage started--Japanese beetles are just starting, Rose Chafers are essentially finished, and sawflies probably started in May.
There are round holes in the foliage of my roses. What is responsible for the damage? | Horticulture and Home Pest News (iastate.edu)

If it is sawflies, (did you see the larvae?) there are three types of them.  Two of them, the Roseslug sawfly (1 generation) and the Curled Rose sawfly (2 generations) are probably done with their damage for the year.  The third type, the Bristly Roseslug sawfly, has multiple generations and may need to be controlled.

3 types of sawfly & control
What’s Eating My Roses in Spring? — Sawflies - Insect Diagnostic Lab (wisc.edu)
Some more information on Roseslug sawflies and their damage--note that most pictures of the damage show more of a "windowpane" type of leaf damage than the pictures you sent. 
Roseslug or Rose Sawfly | NC State Extension Publications (ncsu.edu)

The product you are planning to use concerns me.  It is a pyrethroid, meaning it is highly toxic to bees, even when used according to label directions.  If you are dealing with an insect whose leaf-eating part of its lifestyle is over, the spray will be worthless as far as pest control and possibly damaging to beneficial insects.
Cyfluthrin General Fact Sheet (orst.edu)

Especially if the damage occurred earlier in the spring, you might consider cutting the bush back, past the damaged point, and waiting to see if new damage occurs.  You could then better target the active pest rather than attempting to treat something that has already finished its life cycle for the year.  If it is Roseslug sawflies, there are cultural controls (forceful water spray, handpicking, parasitic wasps) and less toxic chemical treatments (horticultural oils, NEEM, spinosad) that may do the trick earlier in the year.

If you have samples of the insects, or even pictures, consider sending them to:  
Ohio Plant Diagnostic Network | Ohio Department of Agriculture
for help with the identification and proper treatment.  Unfortunately, many insects eat holes in leaves.

Good luck with your roses--I'm sure they are beautiful when they are in bloom.