I have no idea but they seem to match BugGuide's pictures for Red-Headed Pine Sawfly Larvae - Neodiprion lecontei, and the behavior matches what is described in one of my guidebooks. I will have to doublecheck, but it is possible that I have photos from the weeks after this was taken that may be the adults. The adults were not on pine trees they were frolicking in the late day sunshine on some other kind of tree, but there were other pine trees in the area.