Hmmm, is there a spider in there with them?
Although they're not known for it, Painted lady caterpillars will spin a bit of silk for protection and traction as they eat and grow. This is probably what you're seeing. Also, since they're eating so much as they store up energy for their big metamorphic change, they may not be moving much right now. Chances are good that they're in those little silk tents, gorged from munching down into that floor of food in the vial, moaning to themselves, "Man, am I stuffed. I can't move an inch!"
If they don't double in size every other day, they're not growing - that would be the sign that something's wrong.
Be sure that their temperature is constant and they're not being jostled, and let's check back in a day or two.