Usual culprit on these is sawfly caterpillars, but these are a bit light coloured for those I think.

We've had the pine looper moth in the past but these are entirely different... As we are planning on removing this pinus (got far to big for its boots) we are leaving them alone to see what happens :-)

They could be white pine sawfly caterpillars - 4 rows of black dots from posterior to head, pale yellowish colour, black heads.

are they euonymus caterpillars

http://hyg.ipm.illinois.edu/article.php?id=26

Bamboo, I think you are right! Though there are far more than four black dots http://www.forestpests.org/vermont/whitesawfly.html

There is a similarity, Steve, but I am not happy with the geography. I feel that a sawfly might be nearer.

Can you see the legs BA ?
If it is a sawfly it will have more than 5 sets of abdominal prolegs.
Butterflies and moths have 4 plus 1 set of anal claspers (5 in total)
The euonymus is a moth.

I will have to check tomorrow, Aster, but I think that this has three sets of prolegs! So where does that leave us!

Forget the above. I will have to study my caterpillar anatomy more.

There are three sets at the front (thoracic) and four middle (abdominal) ,then the anal claspers at the end.That's butterflies and moths,sawflies have up to nine sets of the abdominal ones.
Sorry it's a bit confusing written down lol :)

There are only three sets of prolegs... I checked this very carefully yesterday and earlier today. They do not 'loop' in the way a pine looper would either. The little blighters do rear their head and seem to be pretty aggressive but they are fighting for survival. The larger ones are a good 2cm in length.

Moongrower made the same anatomical mistake as me. just to show that we are still capable of learning the caterpillar has:
three pairs of thoracic legs (the front ones)
seven pairs of abdominal prolegs (in the middle of its body)
one pair of anal claspers (right at the back end)
hence it is a sawfly caterpillar.
This page explains the leg difference between butterfly, moth and sawfly caterpillars
http://www.phocus-on.co.uk/forum/viewtopic.php?f=48&t=5130

Yes,amazing photographs :)
The euonymus caterpillar makes a type of web so that could help id as well,but as you now know it's a sawfly maybe not too essential :)

To answer your response re the dots, Moongrower - there should be lots of dots - but in four distinct rows from one end to the other if its white pine sawfly.

They are only two rows not four Bamboo on the caterpillars so where does that leave us?

Ha ha, no idea - I still reckon its some kind of sawfly larvae though. But time will tell if you're leaving them alone, don't forget to let us all know.

You'll probably have to stay up all night MG to see where they go to pupate,have fun lol :))

They seem to like going on our garden furniture - I keep finding them in between the slats found one hanging upside down from the outside window ledge. Ah well time will tell I guess.

If you can't get a full answere on GoY then go right to the top! I sent the pictures to Guy Knight in Liverpool, a leading expert on sawflys and he identifies it as Diprion pini. It is a Pine sawfly but has not been recorded on Pinus mugo before. I wish that we had seen the parent insects as they have huge, feathery antennae on their heads.

Well done BA :) I've just had a look at a photo of diprion pini.I wouldn't have recognised the adult,rather weird looking !