Hello Wietse,
put them in the dark and they will calm down soon! Many caterpillars keep running around (to the light) for a while and this is a good idea in the wild.
Cherry works fine, so you surely can use it. They should start to eat in the next hours.
Best regards
Thank you so mcuh for your fast reply!
I'll give it a shot! 
If you use cherry, Rubus idaeus, Crataegus or Betula: Please do not just put some leaves on the ground of the box. They wither very, very fast.
You can use a construction like this and open the cover three times a day to completely change the air. But: Without the net! Use a complete cover, because the caterpillars are so tiny at the beginning.
You can put them out of the dark again as soon as they have started to eat. But to be honest: I always keep them in the dark much longer; no idea if it is better or not. It works for me, so I do not change it.
Please stay patient. You can't do anything, so it is the best to not disturb them permanently. Do they have cherry?
Just look at them again tomorrow when you woke up. You really should find tiny "crumbs" on the ground of the box.
Did they had the chance to drink? It seems not to be necessary for this species, but many caterpillars need some drink at the beginning.
Heya Statler thank you again for your reply!
They started to eat! 
They ate from the Crataegus and the cherry. I sprayed them with a little water but as soon as I take them out of the "dark" closet they start to run again. I'll keep them in there for a bit longer.
I owe you big time!
That's good to 'hear'. You really can keep them in the dark for a week, don't worry.
Please keep them dry now and aerate the box at least twice a day. As soon as they are big enough: Keep them in a netted box like this or this. You can buy one or build it on your own.
Feel free to ask anything, if you have troubles again.
But till then: Good luck and enjoy this nice species!
Oh oké thank you for all the extra information! 
I have build one out of on old aquarium with a net on top so once they get bigger I can transfer them into that box.
Thank you Stefan!
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