Beautiful caterpillar in vegetable garden

The first time I saw this caterpillar, about a week ago,  was on the dille. It looked so pretty, but what would it do with my plants? So, I destroyed it. Today I found two more on the ruta graveolens. I don't think they can do much harm there, so I left them. I just have to check my vegetables and keep things under control.
In my Guide to Garden Pests I saw a similar one, which is called the redheaded pine sawfly larvae. I don't have a pine tree any more. Had to cut it down 4 years ago, because the branches (4 metres length!) started to break. It was an enormous Umbrella Pine which gave beautiful shade but it became to dangerous.

And this caterpillar doesn't have the red dot, so who knows what it is? I'll keep following it and see what happens.