I'd be over the moon (relatively) if it were in fact the pulley end bearings, but no... it's the ball bearings from the ball screw nut (mounted towards the other end of the pulley in the pillow block) :cry:

There didn't appear to be any plates to hold the balls in; I stupidly wound the ballscrew a little too far out of the nut, then the sound of a "pitter-patter" of balls :cry::cry::cry: