I saw the above sight early on that Sunday morning: a flock of American Goldfinches clinging to the brick wall of the house - not exactly the most typical perch for a Goldfinch. What were they doing? The weather wasn't bad (other than being really cold), so shelter didn't really make sense as an explanation. When I googled this phenomenon, I read some claims that they might do this because they're eating bugs off the wall (not too likely in Ontario in February), but the last response in that thread agreed with Dad's assessment and the old man, as a former colleague of mine used to say, knows a thing or two about a thing or two.
Another possible explanation is there is limestone in the mortar and they could be ingesting it for the calcium carbonate. This is a key nutrient in the formation of eggshells and since they'll be nesting in a few short months, so it could be that this is the reason for this strange behaviour. I don't know if it really has to be an either/or situation...I'd rather think of it as a two birds with one stone kind of thing.
[Update: I've just come across this post from a UK blog - The Rattling Crow who observed the same thing with European Goldfinches...and summed it all up much more concisely than I did—Ed.]