Help: What Insect is Eating My Plants' Leaves and How to Keep it From Coming Back?

Hello, good morning! Well, looks like I've been seeing grasshoppers in the last 2 months but our backyard seems like it has another in store for us:

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This "caterpillars" have been pestering our lemon and lime plants. Every time I see one, I would get them with a stick and transfer them on grass or dried leaves or wherever far from the lemon and lime plants. But we can always find another the next day or after a few days. I spray water with oil and dish soap solution but they don't intimidated with it. There are times that we forget to inspect the leaves until we notice that there is already little left from the leaves.

I don't know if they are really caterpillars, where they came from, and how do they get to the plants fast. I wish someone here can help me identify it and give me tips on how to keep it away from our plants.

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Ecency