Yes, they absolutely do eat lilies. Decimated my stargazers and white Oriental lilies. Didn’t touch the tiger lilies or wood lilies, though. And of course, the day lilies (which aren’t really lilies) were spared. They also enjoyed the roses and echinacea, though not to the same extent.
"I believe man suffers from an appalling ignorance of his own nature." -William Golding, Lord of the Flies