Grasshoppers are eating my house

I have noticed a certain kind of grasshopper is damaging my house. They have ate holes in the window screens, chewed the paint from around the door trim, and are eating the treated wood on the deck. I kill everyone that I see, but I find new damage all the time. Does anyone else have this problem. I want to keep them away, but I am afraid that spraying pesticide will stain the door or trim work. Any suggestions?

I just repainted this trim and an hour later, there's one eating the new paint.



Here is what they look like. If you look close at the edge of the handrail, you can see where they have chewed on it.



Here is what they do to the window screens.