I suppose it's hardly even worth spoilering anything from this set report because it's all right there in the episode title, but I'll humor folks by posting a pic of Peter Capaldi and Mark Gatiss standing in a forest.
At any rate, they're still shooting episode 6, which is the same episode which featured The Doctor running around in a labcoat with his sonic, and encountering this small robot with light-up eyes played by veteran Who alien performer Jimmy Vee.
They have subsequently been filming in Fforest Fawr with lots of merry men firing bows and arrows, including this fellow, who's first name quite probably begins with R.
In addition to the photos above, Twitter user Ryan Farrell also captured this brief clip of Peter Capaldi standing in front of a wind machine yelling "I haven't always got a plan! I'm not made of plans!" which probably ties in with other set reports that there was lots of running about and a UFO prepared to wipe out England.
Mind you, given that Robin Hood isn't a true historical figure, and the episode title says "Robots" plural, I'd say there's even money on either Robin and/or his gang of merry men turning out to be androids themselves, possibly escapees from some sort of futuristic storybook themepark, who have taken up residence in medieval Nottinghamshire, where a legendary fictional outlaw could have potentially dangerous historical consequences.