We have the same little green caterpillar - hundreds of them on the gooseberrys and also the currants :-( We had them last year, but at the end of the season, not this early.
The RHS website says you can use an "organic pesticide such as rotenone (Bio Liquid Derris Plus) or pyrethrum (Py Garden Insect Killer, Scotts Nature's Answer Natural Bug Killer, Gem Stop Bugs or Doff All in One Insecticide Spray)."
Royal Horticultural Society - Gardening Advice: Gooseberry Sawfly
There are far too many to pick off by hand so we're off to try and find some of this organic stuff today at the garden centre.