"I use three methods to control red lily beetles on my lilies. Constant vigilance is really the most effective. At dawn and dusk, starting in early May and continuing through until July, I patrol for beetles and squish any that I find. It’s especially satisfying to catch two or even three when they are locked together in an amorous embrace. Coffee ground mulch is also very helpful. In addition to masking the odour of beetles, it makes my sandy, slightly alkaline soil a more acidic, which the lilies like, and the beetles don’t seem to like coffee grounds much, so are less likely to live in the soil around the plants. I’ve also found a spray of neem oil works wonders, as long as the rain doesn’t wash it all off. My experience is that Asiatic lilies (Lilium asiatic) are the most susceptible to the beetle, while my Japanese lilies (Lilium auratum) hardly even get nibbled.
Of some concern are comments on this site from folks brewing up their own sprays of cigarettes or rhubarb leaves. Both produce highly toxic, broad-spectrum pesticides that will kill just about everything, and neither should be used in home gardens. Seriously, folks, you might as well use Round-Up as either of these home-brewed poisons!"
The phytochemicals in tobacco, rhubarb, dog-strangling vine, etc., have evolved as broad-spectrum insecticides, and are indeed toxic to all but a few insects that have evolved the ability to metabolize the toxins. So even though these are "natural" compounds, you need to use them with caution. Be especially careful to avoid spraying flowers, so as not to poison pollinators. These compounds are toxic to mammals as well, so avoid spraying any vegetation that pets are likely to chew on.