Barry has solved the mystery! It's another sawfly larva Platycampus luridiventris which should be on alder.
Pretty sure the Brussels Lace is actually the lichened form of Scalloped Hazel. There's a photo at www.ukleps.org
Thanks George, it's one I never checked as it seemed so obvious. Not checked yet, but I'm sure you'll be right. Lovely thing all the same.
I had the same issue a few years ago with one like this found at Tonyrefail. I think the bumps along the back are right for Scalloped Hazel rather than Brussels Lace.
Many thanks George. I did think the head didn't look right, apart from the side markings, but thought it must change with the instar as I couldn't find anything else! Also it was actually eating the hawthorn leaves which is not mentioned for Brussels Lace.