David in Normandy wrote:

This is where cameras come in handy!

http://www.flickr.com/photos/lyannewylde/2801894025

found it on google. Apparently sawfly larvae, though it doesn't say what
kind of sawfly. Suggestion here is that this is defensive behaviour but
I'm still mystified by it. I didn't see any eating going on, but I'll
keep a watch on them