They may occasionally cause problems. Unlike honey bees these are solitary insects. They nest in a wide range of cavities some of which they excavate themselves. The nest is constructed of sand grains and other particles glued together with saliva. Masonry bees are normally harmless, their sting seemingly unable to penetrate human skin.
On occasions though they can present a problem due to their ability to build nests by tunnelling through soft brick mortar, generally in older properties. Only rarely do large numbers occur together but due to the fact that vulnerable buildings tend to be repeatedly attacked, quite severe damage can occur over several seasons.
Modern houses are not immune either. Small gaps left in otherwise sound mortar may be colonised. Although this is not a problem from a structural point of view, some householders are distressed by such activity. In the long term, re-pointing with sound mortar is the only answer. This must be thorough however, as bees hunting for a nest site will soon locate areas that have been missed.
Small individual holes are easily filled. Treatment with insecticides is not normally necessary but where damage is serious or great distress is being caused, insecticides can be used. Application of an insecticide to the entry hole will quickly kill the occupants.
Pest Information from the British Pest Control Association.