I’m not sure about your cocoons as I’m not an entomologist.  However, many of our native bees live in the ground.  When picturing bees we almost always think of honey bees (non-natives) and their social life in a hive.  But the 4000 native bees aren’t living in hives.  These insects prefer to nest individually.  Many nest in the ground in areas that drain well and receive morning sun. Nesting is most common in bare ground and in areas where vegetation is sparse.

Chemical control of these bees is unwarranted, as they are valuable insects in our ecosystem, pollinating crops and wild plants. Although high populations can develop in one area, their nesting does not damage turf. In fact, burrowing is beneficial, because it aerates the soil. The nesting period of ground nesting bees lasts anywhere from two to four weeks and is most common in March and April. Mowing can be continued as normal during nesting. The adult bees will overwinter in the burrow but will not return to the same burrow the following year. 

However, I have not read that the nest appears above ground.  And, in fact, that would be unlikely because the eggs need to spend the winter underground.  So, I doubt the cocoons are bee nests.  However, it could be that you have two separate insects.  Maybe the holes are either wasp or bee nests and the cocoons are from another insect? 

Below are a couple of sites about native bees and their nesting habits.

https://entomology.cals.cornell.edu/extension/wild-pollinators/native-bees-your-backyard/

https://ipm.ces.ncsu.edu/2014/03/pest-alert-ground-bees-active-but-do-not-threaten-people-or-yards/