Mason Bees have moved into their new home.

In this photo you can see the tube that she filled with brood and then sealed with clay. Quoted from Wikipedia:
In this photo she has backed into a tube which means she is laying an egg.
Mason bee is a common name for species of bees in the genus Osmia, of the family Megachilidae. They are named from their habit of making compartments of mud in their nests, which are made in hollow reeds or holes in wood made by wood boring insects.

Species of the genus include the orchard mason bee, Osmia lignaria, the blueberry bee, O. ribifloris, and the hornfaced bee, O. cornifrons. The former two are native to the Americas and the latter to Japan, although O. lignaria and O. cornifrons have been moved from their native ranges for commercial purposes. The Red mason bee, Osmia rufa, is found across the European continent. There are over 300 species across the Northern Hemisphere, and more than 130 species of mason bees in North America; most occur in the temperate regions, and are active from spring through late summer.

Osmia species are usually metallic green or blue, though many are blackish. Most have black ventral scopae which are difficult to notice unless laden with pollen. They have arolia between their claws unlike Megachile or Anthidium species.

Unlike honey bees (Apis) or bumblebees, Osmia are solitary; every female is fertile and makes her own nest, and there are no worker bees for these species. Solitary bees produce neither honey nor beeswax. They are immune from acarine and Varroa mites, but have their own unique parasites, pests and diseases.
The bees emerge from their cocoons in the spring, with males the first to come out. They remain near the nests waiting for the females. When the females emerge, they mate. The males die, and the females begin provisioning their nests.
Osmia females like to nest in narrow holes or tubes, typically naturally occurring tubular cavities. Most commonly this means hollow twigs, but sometimes abandoned nests of wood-boring beetles or carpenter bees, or even snail shells. They do not excavate their own nests. The material used for the cell can be clay or chewed plant tissue. The palearctic species O. avosetta is one of a few species known for lining the nest burrows with flower petals.[1] A female might inspect several potential nests before settling in.
Females then visit flowers to gather pollen and nectar, and it will take many trips to complete a pollen/nectar provision mass. Once a provision mass is complete, the bee backs into the hole and lays an egg on top of the mass. Then she creates a partition of "mud", which doubles as the back of the next cell. The process continues until she has filled the cavity. Female-destined eggs are laid in the back of the nest, and male eggs towards the front.
Once a bee has finished with a nest, she plugs the entrance to the tube, and then may seek out another nest location.
By the summer, the larva has consumed all of its provisions and begins spinning a cocoon around itself and enters the pupal stage, and the adult matures either in the fall or winter, hibernating inside its insulatory cocoon. Most Osmia species are found in places where the temperature drops below 0°C for long durations, like Canada, and they are well-adapted to cold winters.

Management

Spring mason bees (blue orchard and hornfaced) are increasingly cultivated to improve pollination for early spring fruit flowers. They are used sometimes as an alternative, but more often as an augmentation for European honey bees.
Most mason bees live in holes and are readily attracted to nesting holes; reeds, paper tubes, or nesting trays. Drilled blocks of wood are an option, but do not allow you to harvest the bees, which is vital to control a build up of pests. Blue orchard and hornfaced bees are spring season pollinators and will only sting if squeezed or stepped on. As such, they are beneficial and benign, since they both pollinate the plants and are safe for children and pets.