Some hesperine (grass-feeding) skippers and skipperlings create an odd zig zag chewmark feeding pattern on the grass blades.  The species that I have noticed do this are Copaeodes aurantiacus, Oarisima garita, Thymelicus linneola, and Lerodea eufala. Undoubtedly, many other hesperine skipper caterpillars will show a similar feed pattern and can be located easier.  (Thanks go to Jim Brock for pointing this out to me.)