What creates the mud burrow in the pic?
Hello, thank you for your question. Sorry about the delay in response.
The burrow in the picture is created by the mud dauber. This is a solitary wasp species that collects prey to feed to growing young in the mud nest. Generally, these wasps sting only when directly threatened and are non-aggressive. I am including a fact sheet on nuisance wasps which has a section on mud daubers.
You can use a scraper to remove the nest and discard it.