join-as-you-go method wasn't really working. Perhaps that was because my hexagons have a 'solid' outer row rather than a shell edging. I did some experimenting with different ways of joining the hexagons. Eventually I decided that sewing them together was the best option. There are, of course, different ways of sewing, so I did some more experiments and plumped for whip stitch through the back loops of the outer row. This makes a faint ridge on the front, which adds definition without being too obtrusive.
For those following the caterpillar saga, Steve Ogden from Wildlife Insights says it's a Speckled Emperor Moth caterpillar. So he's narrowed it down even further.