I came across one of those beetles the other day, at first thought it was a moth, but then is landed and i though, argh!!1 that's no moth so i squished it with a brick....
we had a wasps nest once under our roof. in the mornings when it was still dark and I was up having brekky before I left for school all the wasps would come out and sit on the glass to watch me (and the light) o0
If you've had one cockchafer, you're likely to get many more.
At a 24hr race at Snetterton a few years ago, they had just started to emerge ane were swarming in from the surrounding fields at night, chasing the lights of all the racing cars doing 130+ down the back straight. The cars had to keep coming in to get their screens cleaned, it was very messy.
Try leaving a light on, pointed at the window at night, you should hear tons of the little buggers headbutting your glass.