Looks like I was lucky to see the Tarantula Wolf Spider with eggs yesterday as this morning the entrance to the burrow has been closed again.
Maybe she needed to feed so temporarily opened it. At least we now know that she is closing herself in to protect herself and her eggs whilst she cares for them.
She has built a small slot to the side of the closed entrance which I can only assume is to attract smaller insects into the burrow for her to eat.
So it was a textbook case of being in the right place at the right time yesterday to get a glimpse of her with her egg sack.