I found about a dozen beetles on my lilies at the weekend. I got rid of them all very safely by crushing them. There were also a similar number of ladybirds in the same lilies, as you can see on these shots:
If you spray with the intention of getting rid of lily beetles, you will inevitably destroy beneficial insects too.
Provado, which is commoly used to control lily beetle, is one of the sprays that contains a controversial insecticide, Neonicotinoid, which, some claim, is dangerous to bees. See, for example: Bee Killers (Soil Association)
I have a lot of lilies, and always mangage to control the beetle by checking the plants regularly, and removing the beetles by hand. Fortunately the beetles are bright red, so they are easy to spot, and they don't seem to make any attempt to fly off, so are easy to catch. Then it's just a matter of......