It sounds as though your lilies are victims of the red lily leaf beetle, which has been spreading through Canada and New England since 1992. Handpick the larvae and adults, or spray plants with a neem-based insecticide once a week from mid-April to September. The sluglike larvae are the main leaf eaters. Most people wear latex gloves when gathering them, because the larvae are often coated with unpleasant slime. Look for adults and larvae starting the third week of April. Also look for cylindrical yellow-orange eggs on the undersides. Crush the eggs or pinch off the leaves with eggs on them.