No, I don't think they come on the coco..... Most all coco comes from the same stretch of beach in Sri Lanka, not a lot of hemp gets produced there. I think they are a naturally occuring pest that is present in our environment. You still see ditch weed, aka Hemp, growing all along I-70 from here to Ohio.
You aren't the only person I've heard of who has these, I think the guy ended up using a systemic pesticide like
Avid and got rid of them fairly easily. Of course he did it between crops, and treated every plant he had in veg, mothers, clones, etc...... everything.
Unfortunately because of the size of this pest, the systemic route may be the only way to get rid of them. Obviously you have NO DEAD PLANT MATERIAL LAYING ON THE FLOORS, IN THE CORNERS, etc... in the grow area. I am assuming you know about basic grow room hygine. If not, start now! The cleaner, the better, and the less places for bugs to hide.
Good luck with the problem, you will get them!