Personally, I don't spray my trees even if they are being attacked by pests. It is a great time to observe and learn. From my own observation in my food forest, if pests come and I don't spray, I usually notice something else coming along to take care of the pests a few weeks later. That's the amazing thing about Mother Nature. This is why it is so important to have diversity and to attract beneficial insects. 

If you prefer to spray, you can always use neem oil. Garlic & pepper spray also will deter grasshoppers.