They're also up in the Pentlands - assuming it's the same bunch.
One theory is that they're doing a film based on, or loosely based on, or very loosely based on, or even nothing remotely to do with, the army payroll robbery.*
I noticed that one of the caravans had "Stunts" on the notice on the door. I'd guess that means it's not just another TV commercial involving meercats.
* I just came back to explain that I got this "information" in the course of the day from the good old Penicuik Rumour Mill, so it may not be absolutely 100% accurate...... again.