As always, CYLOR. But here's what I found while looking around the web:
330. The outside leaves of lettuce which are not fit for eating may be taken off on Shabbos in order to reach the good leaves, provided that this is done just before the meal. Lettuce leaves may be examined on Shabbos to make sure there are no insects on them. Insects that are found should be removed along with a piece of the leaf.
SHABBOS CAUTION: Because of the Shabbos prohibition of selecting, Borrer, whenever an insect is found on a vegetable the insect alone may not be removed. Rather, part of the vegetable containing the insect and an additional portion should be cut away, thereby effectively removing the insect from the vegetable. Any procedures requiring soaking the vegetable in salt water should not be done on Shabbos.