From your photo it looks like you have European Pine Sawflies. When the caterpillars emerge they eat last year’s needles. They do not eat older needles or the new candles. 

You can blast them off with a hose. You will have to check them every day for about a week. They usually emerge in May down here in the Twin Cities so June is probably more likely up in Mille Lacs. 

You can also spray them with an organic like Captain Jacks Dead Bug Brew which contains Spinosad. You can find it a t most nurseries and Home Depot. 

Now that you’ve found them, be on the lookout for them next year in late May, early June. If you keep on top of it, you can greatly reduce their reappearance from year to year.

https://hort.extension.wisc.edu/articles/european-pine-sawfly/

https://www.missouribotanicalgarden.org/gardens-gardening/your-garden/help-for-the-home-gardener/advice-tips-resources/insects-pests-and-problems/insects/sawflies/pine-sawflies