Lily Flower Heads being meticulously munched

Having disposed of red lily Beatles and their grubs on earlier flowering lilies, I now have really healthy lilies, apart from the fact that the large flower buds are being nibbled, sometimes in large holes.  There appear to be tooth type marks, very small, and very precise, but no evidence of anything causing this.  All leaves on the plants are completely intact.  I have been checking regularly, morning, afternoon, evening and even middle of the night, but can see absolutely nothing!  Any suggestions as to what this is, and what I can do?