Holes In Rose Buds

This looks like damage caused by an insect larva commonly called “roseslug”. These are not the snails-n-slugs type of organism, rather they are insects (Sawfly) related to bees & wasps, but the larva eat leaf tissue and will feed on rose buds, so when the flower begins to open you see the damage. We’ve included a link all about pests & diseases of roses for your reference. We do not recommend using pesticides if you do not see the slug-like insect larva, and even then we recommend removing them by hand or using least toxic pesticidal products like soaps and oils. You can find these at your local garden center. When you get to the webpage from this link, scroll down the column under “Vertebrates” and click on Sawflies.
http://www.ipm.ucdavis.edu/PMG/GARDEN/PLANTS/rose.html