Photo would help - it might be something pleasant.

Hi June and welcome to GoY, if it is only the one just pick it off with your fingers, after you've shown us the photo and we've id'd it for you.

photo of the plant would be useful too - one grub/caterpillar doesn't sound like a problem, frankly, and most caterpillars don't like choisya, it doesn't taste too good, though slugs and snails seem to like the young growth.