Mealybugs don't exactly hop - but the nymph stage move around at a speed which seems quite brisk if you're looking at them through a lens!
There is a quite different pest, originally from North America, which seems to be spreading in Europe now and which does hop around. That's the citrus planthopper (it eats all sorts of other plants, too). Infestations have the same sort of white woolly look as mealy bug infestations, but the nymphs have quite powerful-looking legs and do hop or even fly. If you poke the infestation and any of the creatures do hop away, then that's probably what you've got.