Unattended Wireless Sensor Networks (UWSNs) are composed of many small resource-constrained devices and operate autonomously, gathering data which is periodically collected by a visiting sink. Unattended mode of operation, deployment in hostile environments and value (or criticality) of collected data are some of the factors that complicate UWSN security. This paper makes two contributions. First, it explores a new threat model involving a mobile adversary who periodically compromises and releases sensors aiming to maximize its advantage and overall knowledge of collected data. Second, it constructs a self-healing protocol that allows sensors to continuously and collectively recover from compromise. The proposed protocol is both effective and efficient, as supported by analytical and simulation results.