Who has moved into the tubes in my mason bee house? There are these strange bundles that seem to have dead crickets entombed in them. Do I need to remove them?
Your description and photos convince me that these bundles were made by grass-carrying wasps (Isodontia species) who store food (such as crickets!) with their cocoons to nourish the larvae when they emerge. Your mason bee house was a convenient location to nest. They look for any hollow cavities (such as stems, trees, or even window tracks), and the mason bee tubes were a perfect spot.
They would have built the nest in early summer, emerging later (late July through September) to visit flowers for pollen and nectar.
Grass-carrying wasps are beneficial insects just like mason bees, and serve as pollinators, too. This article from Heather Holm’s Restoring the Landscape with Native Plants (author of Bees: An Identification and Native Plant Forage Guide, 2017) mentions them visiting Solidago, Eupatorium, and Plantago.
As far as removing the grass-shrouded crickets or katydids, I would follow your normal mason bee housecleaning schedule. Usually, cleaning the tubes would be done between October and December. This page from David Suzuki’s web page describes the process.
If you are curious to see a grass-carrying wasp in action, entomologist Michael Raupp’s Bug of the Week page includes a video of a wasp creating its nest.