If you live in Florida or Texas where the moths overwinter, Diaphania nitidalis probably begins attacking your cucurbits as soon as it’s warm enough to plant them, but otherwise those of use throughout the rest of the southeast and mid-Atlantic can grow our cucurbits early in the season until the moths migrate to us about midsummer.
In north Alabama, that happened about a week ago. While they will attack any curcubit, I’ve only ever had them attack cucumbers. The tell-tale holes appear, about 1/8″ in diameters, sometimes accompanied by frass or sometimes other insects have eaten it or ran has washed it off. Inside the fruit will be a larval caterpillar up to about 3/4″ long. The insect also may bore into vines.
There really is no organic control for pickleworm, although Bt will reduce the number of generations you may experience. You can physically cover your plants, but that will prevent pollination. Since the moth flies at night, it is possible to cover up the plants before sunset and uncover them in the morning, but that’s lot of work. Depending on the size of your harvest and infestation, it may be feasible for you to simply inspect the fruit and destroy any infected ones, while eating the unaffected ones. (Alternately, you can remove the portion of the fruit that is damaged and eat the rest. The larvae damage more of the fruit than you’d think when you look at the tiny entry hole.) Badly infested vines should be removed and destroyed, not composted. You can also reduce the number of generations you experience in a season by carefully looking for pupae cocoons in rolled up leaves, which is a tough task for a vine like a cucumber.
There are a few beneficial insect which are pickleworm predators, like lacewings, but they are not going to eliminate your problem. They may, however, keep it in check enough to get an acceptable harvest.
Chemical controls available to the home gardener are few in number, and at this writing I am not aware of any which are truly effective and worth attempting. Sevin dust probably works if the plant is thoroughly dusted, but this will also kill your pollinators since the moth will lay eggs anywhere, including the flowers. A systemic insecticide should work, but only if you are willing to then eat the trace amounts of insecticide in the fruit. (Personally, I’m not.) If you choose to experiment, please follow the label directions and keep your beneficial insects in mind.
For many decades, growers simply pulled out their crops when the pickleworm arrived in the summer, and that’s an option, too. I had already harvested over 70 pounds of cucumbers by the time I saw the first pickleworm damage. While I like to keep cucumbers for fresh eating, that is certainly enough harvest to preserve and keep us in pickles for the rest of the season.