Thanks for your replies everyone. I'll certainly try blocking up the entrance with grass next time.
Midland Beek - no, it wasn't a second swarm - just a lot of disorganised bees flying around. I'm pretty sure they were from the original swarm and had just got confused after we moved the nuke...
I normally follow the "Less than 3ft or more than 3 miles" guideline when moving established colonies, but does this apply to swarms?
This week a swarm from one of our hives moved into a nuke box 100 yards from the apiary. We waited until all activity had stopped later in the day then moved it...