Thank you, just googled and slightly worried about this have made a note to pack a bowl exclusively to wash my dogs paws after every walk !!!
They don't emerge and come down to the ground until March, they live there early phases in the tree eating the needles.
This from Forest Research (Part of Forestry Commission) http://www.impactproject.eu/uploads/pest_profile__pine_processionary_moth.pdf
But washing feet is always a good plan.