Intriguing Construction

I found a strange growth in the garden today:

From a distance I thought it was a fungus or something, but when I got close I could see that it has been built, rather than grown. Tiny balls of clay make up the walls, and it is hollow inside. There are two:

The second one is smaller in height and diameter. But neither are large; the taller one is about 5cms high.

I presume some sort of insect built them, but I haven't seen anything coming or going from them. Anyone have an idea?


Added later:
This page on the Museum Victoria web site - Who's digging in my lawn?  leads me to think that the builder may be some variety of land crayfish. If so, it's not surprising I haven't seen one, as they spend all their time underground, except for bringing up little balls of dirt at night.