Now I've seen this before (a few years ago when I first planted this bed) so I knew what it was. These little buggers are Leaf Tiers. They are little yellowish green worms (caterpillars) that have a black head. They eat the leaves and curl them into a cone.
Here he is. Yuck!
I think I may have rustled them up yesterday when I was cleaning out the bed because I did not see them before. Anyway I have decided for now to hand pick them and squish them. I will change my strategy later if this becomes futile. What I do is carefully pick the leaf affected and lay it on something hard. Smash it with a rock. These little bugger are very fast and will wiggle out of the leaf and drop to the ground when they sense danger so go quickly. If you feel so inclined to check them out go ahead and unroll the leaf but do it on a hard surface and have your rock ready. Buggers move fast!
Check for them every few days and be vigilant.