Arrrr horrid. We had them too and had to get the mastic out and fill every possible hole around the old back door. They stopped coming so I can only assume you have a tiny gap somewhere too which they're squeezing through.
We get them in the conservatory, sometimes in the kitchen, and even in the lounge. It's usually in the summertime (ha ha) and can't for the life of us find out where they are coming from, Yuk!!!