There are a number of different types of wasp, even amongst the yellow-and-black striped kind. And a lot of people also cannot tell the difference between wasps, bees and some of the flies that mimic wasps and bees. And obviously the food and behaviour is different for different species.
However, assuming they are wasps, the black-and-yellow kinds all tend to have similar general behaviour. Insects, esp. caterpillars and beetle larvae, are collected to take back to the nest for the wasp larvae to eat. The adult wasps generally eat nectar and sweet fruits, and some also like our food and food waste.
The parasitic wasps, such as the Braconid mentioned, are usually black, orange or red, and are generally smaller than the black and yellow guys that people normally think of as wasps. These are the ones that lay eggs directly in other dead or alive insects, before or after taking them to there nest. But these are not the ones you have.
As mentioned by a commenter, a common insect to find on lettuce is caterpillars, which they might be collecting for food.
A number of the black-and-yellow wasps also collect fibre for the nests, which is a possibility.
Here are two websites with basic wasp-identification information if you are interested or would like to check the ID of your wasps.
http://en.wikipedia.org/wiki/Characteristics_of_common_wasps_and_bees
http://www.adkinsbeeremoval.com/wasp-identification.php