“Pine-cone willow gall” is caused by a gall midge, Rhabdophaga strobiloides. This dipteran (related to flies and mosquitoes) deposits an egg in the developing terminal leaf buds of the willow in early spring. The larva releases a chemical which interferes with the typical leaf and branch development of the willow, instead causing the formation of this cone-like structure. The adult dipteran emerges the following spring, after having spent the winter in the gall. (Information taken from Botany Photo of the Day website, with thanks.)