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Thanks to Michelle Masso for sending this great question and pictures! Many gardeners have run into this issue with Vinca minor and Vinca major this summer.
Leaf rollers are the culprit here. If you unfold the leaves, you might see frass (insect poop), which means that the insects have already pupated and are now feeding, or have fed and gone. Or you'll see the pupa, which looks like webbing, like in Michelle's picture.
You may also see the little culprit himself, a very small caterpillar. There are many different species of moths and butterflies that have larvae with this type of leaf rolling growth strategy. As caterpillars, they feed on the leaves before pupating into their adult form.
Unlike some moths and butterflies, leaf rollers are not terribly host specific, such as the Monarch butterfly on your milkweed (Asclepias). Monarchs only feed on milkweed.
In early spring, I saw some leaf rollers on my buddleja, so those were obviously a different species because of the timing.
If they're a real problem, you can spray or dust Bt (Bacillus thuringiensis). But when I have leaf rollers, unless it's a very bad infestation, I just live and let live, especially on a mature plant, which recovers very easily.
You can also use a contact insecticide that contains spinosad or neem.
Another option is simply to remove those leaves and toss them out. On a small to medium infestation, that's probably your best option. On a large infestation, you may try to remove all of the infested leaves and let the plant recover. Those infested leaves won't recover anyway, but pruning a plant will encourage it to put on new growth.