I receive several calls a year from gardeners reporting missing leaves on their columbine plants. You are one of the few that have actually seen the worm-like insect, columbine sawfly, feeding on the plant. As you discovered these insects eat the leaves of columbines leaving just the midvein of the leaf intact. Fortunately the plants can tolerate the damage, but it certainly impacts the beauty. Watch for these pests and pick off any you find. Smash or drop them in soapy water. Larger populations can be controlled with eco-friendly products like insecticidal soap or spinosad sold as Conserve or other trade names. If you see damage but it does not seem to be progressing and you can’t find the sawflies, they are done feeding for the season. No control is needed or helpful. Just mark your calendar as a reminder to watch for and control these pests a bit earlier next season.