In yukkuri works, worm usually refers to earthworms which is an invertebrate that crawls on the ground and can burrow.
For a wild yukkuri, worms are both a tasty meal and an easy hunt thanks to their slow speed making them easy to skewer with a branch. However worms tend to stay underground unless it rains (which is deadly for yukkuris) and so the hard part of hunting a worm is actually finding one in the first place.
Conversely, the fact that worms are so easy to hunt means a yukkuri who can't hunt a worm is a good indicator that they're a terrible hunter