Catt Blossom Blight
 

These beautiful blossoms have three obvious lesions soon after opening, two on petals and one on a sepal. I found a small insect on one of the blossoms but I'm afraid the real culprit may be much smaller. What do you think?

I get spots like that on flowers too close to adjacent cacti. It could be bugs, or some other kind of mechanical damage.

Wounds made by insects can allow the entrance of fungus or bacteria (maybe they even spread it? No idea). Sorry about the flowers being ruined. We wait with such anticipation and :(