Okay, I'm fairly sure I've answered my own question and that this is Flammulina velutipes, or Velvet Shank. I was led astray a bit by the really bright colouration but I now understand they darken with age, meaning this is a fairly young specimen.
Yep, I told you to look out for them. And your picture shows very well how they got their name. Not usual to see one on its own, but I think this is the first picture I've seen of this species at all this winter. I haven't found any.
BTW, if you haven't already, look up "enokitake."