A fine sunny day, with showers later.
I spotted these eggs on a Willow and mused about them on the way home. Gut feel says 'moth'. Then I remembered that the Vapourer Moth has a flightless female, and she lays her eggs on the remnants of her cocoon. I found larvae of the Vapourer about 100m from this location in 2005, and books say they overwinter as an egg, so that's what I'm going for: Eggs of the Vapourer moth - Orgyia antiqua.
ID now confirmed.