I'm sorry about your lilies. I have a page on plant pests at
http://www.fishpondinfo.com/plants/plantpests.htmThey may be leaf-mining midges which obviously look like midges and make little trails in the leafs. The waterlily leaf beetles will make little o's in the leaves.
My water lilies get eaten by these animals - aphids, leaf-mining midges, deer, raccoons (who really tear and not eat), snails, goldfish, koi, and probably more. The goldfish and koi don't do much damage in comparison to the others. Orfe rarely eat vegetation; they mostly eat bugs.
Bt bacteria may kill the leaf-mining midges (as well as other flies and midges in the pond though). In the US, it's sold in mosquito dunks and bits and Bt liquid. It's probably in the UK too. Bt is safe for your fish. It only kills mosquito larvae, certain fly and midge larvae, caterpillars, and a few other insects.