Pickleworms have found our pickling melons. "Bad" insect life appears to have been minimally affected by hurricane force winds of IRMA. (Our bees and hummingbirds made it through just fine too.)
Prevention with covers is about the only way to control pickleworm moths from laying eggs on your plants. The problem with covers is that melons, squash, and cucumbers need insect pollination which won't happen if the plant is covered. You could hand pollinate if covers are the solution for you.
So what do WE do? Harvest early and cut out the bad parts then succession plant in a new location when an infestation happens.
Photos of moth and more to read are here: http://entnemdept.ufl.edu/ creatures/veg/pickleworm.htm