Coneflower hedgehog being demolished
Would you be able to send us a photo of the small inchworm you saw? Try cutting one of the flowers open and see if there is evidence of insects inside (worms, pupae).
Thank you for the additional photos. This is a sunflower moth caterpillar. If you see just one or a few flowers affected, they generally don't warrant control. If there are many and you want to manage them, you can use a biological control product containing the active ingredient Bacillus thuringiensis (Bt). This is a type of bacteria that is effective in killing small caterpillars and it is least harmful to beneficial insects such as bees that may be visiting the flowers.
If you only have a small number of plants, since the earliest stages of this caterpillar feed on pollen on the face of the flowers, monitor for them earlier in the season next year and just pick them off by hand.