What is this small piece of mud on my wall near a small worm surrounded by it? I have found these tiny little pieces of mud something like 4...

I have found these tiny little pieces of mud something like 4 times in the end 6 months. The mud is attached to the wall i'd say a 1/2" big or smaller next to a tiny worm sticking it's head within and out. Inside the house, in any room within the house it can reside. At the time we didn't have any animals so I don't guess a dog brought it in etc. It's the weirdest piece. It's easy to run off and dispose of but what is it?
Answers:    Probably an insect resembling a wasp or something made the mud "house" and deposited eggs there. They may be hatch now.
yes, sounds resembling a mud wasp ... ouch