No, no wood dust although there are old wormholes in the staircase but we haven't seen any beetles or small worms that would indicate wood borers. I'm guessing that they're coming from outside and are just some catepillars as mdavey suggested. Now I know what's eating the last of my tomato plant. They don't seem to like the pepper plants though (jalapenos, seranos, and thais).
It reminds me of the gypsy moth catepillars that we had when I lived in PA. We had to use brooms to sweep them out of the rain gutters. Gave me the jibblies.
Update: Spiders don't seem to like them either. I dropped a catepillar in one of their webs. The spider tried wrapping it for 2 minutes. The catepillar just turned to jelly and the spider cut it out of its web.