Hi Mike
I agree - leave them alone if you can the more bees we have the better!
Lucky you that they have come to you free of charge!!! I've just brought some mason bee larvae and some nests to try and encourage them into my garden. They do have a sting but it's like a pin prick and does not come to anything. I was told they are safe for children and pets. Also they do no damage to your garden except make a few holes. About this time the larvae will be hatching into bees, and then they will go and look for new homes and again lay larvae which will hatch this time next year. They are solitary bees and live only for about 4 months, so they will be dying off around August/Sept time.