That would be an evergreen bagworm
https://en.wikipedia.org/wiki/Evergreen_bagworm
Throw them on the ground, and they'll wiggle their way to find some other plant to hang on to.
bagworm and gypsy moth are similar. Throw the bags into a garbage bag and out with the trash. If you are warm enough that buds are popping on deciduous, you will need to spray. Malathion will work most likely - read label to see if listed on malathion label. organic - a BT product might work or a pyrethrum based product. Resistance is common with pyrethrins. Not organic - Merit or imidiproclid for a systemic would work.
I think fire would best disposal method.