On closer inspection I realised they were Cased Caddisfly larva. They are well worth a look and there are so many you can't miss them! Cased Caddisfly larva make themselves fantastic homes to live in made out of materials they find in their habitat (leaves, sticks, sand and gravel) which they stick together using silk threads. Different species make different cases. The case acts as ballast, keeping the larvae on the bottom and it also acts as protection. Cased Cadisfly larva are herbivores and feed on algae - which there is a lot of on the concrete by the bridge! (see above photo).
This photo shows two caddisfly larvae facing each other and shows how unique each home is! You can see the top one's head and legs coming out the front of its case. Caddisflies spend the majority of their life living an aquatic life as a larva before emerging as a Caddisfly (a moth-like insect) to breed and then die.