How to stop beetles from eating my lilies without hurting butterflies?

For insect control, make your rounds in the early morning or at dusk when beneficial insects are not active (bees, butterflies, etc.).

we used diatomaceous (DE) on peanut leaves. NEEM oil is a little pricey but it is organic and won't hurt bees or butterflies if sprayed late afternoon.

http://www.gardeners.com/how-to/lily-beetle/8090.html

you can get Japanese Beetle traps. Place them away from the plants they are eating. The beetles are drawn to the scent in the trap and collect in the bag. They really work.

https://www.youtube.com/watch?v=8_YXE1wZsHM

If they are crawling beetles try putting crushed eggshells around the plants. Friend used that idea for her lettuces, worked, every time you use eggs put shell in plasic bag and crush, wash raw egg out first.