Wildlife Spotting

While taking the soil out of my compost pile, I came across many of these empty - not sure what to call them - There were 1 or two not yet open that had the yellow lava inside and one of them had this brown and white beetle inside. I have seen this beetle eating my roses.
I am not sure if the grub is part of the same process, or something different, but I found many of these grubs in the pile also.