Hi Rhys,
I had the same question and got help on Moz! Here is some practical suggestions for you on this:
Add the following lines to your robots.txt file and you should be good to go. This will prevent Moz (aka RogerBot) from crawling and reporting on URLs that are tagged with UTMs:
User-agent: rogerbot
Disallow: /*?utm
Even better, add self-referring canonical tags on your homepage, preventing versions of the same page from being indexed. For example:
http://www.yoursite.com/some-page?utm_source=facebook&utm_medium=social should have a canonical tag that looks like this:
Thanks,
Eric