Heck, when I was a kid, I used to pick up caterpillars all of the time, and not a single scar to show for it. But I dunno, but lately it seems like all the caterpillars I am finding around here (except the hordes of tent caterpillars) seem like they don't want to have anything at all to do with someone or something picking them up. Downright unfriendly of them.
