I have not cut away the damaged leaves, but is there a spray that I can use to discourage this to happen?
Thank you for getting in touch with Toronto Master Gardeners.
Leaf roller or hydrangea leaf-tier or leaftier (Olethreutes ferriferanum) is the larva of a moth. It affects several types of hydrangeas. For guidance on how to get rid of them, please see this previous Toronto Master Gardener post: