They look like aphids. They won't cause too much harm although lots of them can make the lettuce limp and lose colour (and some nutrients). You can just try blasting them off with the hose. Ladybugs like eating them, or you could use horticultural oil or soap if they are becoming a big problem.
Thanks @greygardener. We have just been washing the leaves thoroughly before eating. They don't appear to have damaged the plant as yet.
Thanks again for your help @greygardener. We've been harvesting plenty of lettuce in recent weeks. The aphids dramatically reduced in number and didn't do any noticeable damage.