Caterpillar ball

As a child, my brother and I and a couple of friend collected a bucket of these caterpillars on holiday in Cornwall. We left the bucket outside overnight, and they all escaped up the side of the tent wall. My mum was not impressed.
It's the caterpillar of the Cinnabar moth, a really pretty red and black moth. They live on a yellow flowering weed I don't know the name of - but it grows on sand dunes and in the woods behind us.