I didn't see any aphids on the broccoli, so I brought that home. But at home I found that there were many little black flies within!! It took many rinses/soaks to get them all out, but otherwise the broccoli is gorgeous, so I used it.
I have no idea how these aphids/flies got in under the netting (which is a sheer sheet thing, not tulle, so no holes to get in).... My best guess is that they may have overwintered in the soil and therefore popped up under the cover.