Like most insects, worms are totally tasteless… they can be pan-fried, oven baked or whatever, but the worms MUST be absolutely purged (cleaned of intestinal matter – especially sand, which an earth worm uses to “grind” it’s food much like a chicken gizzard). But it is impossible to adequately purge a worm, so perhaps its best not to try.
The Observer published a recipe for Banana Worm Bread by Carlene Thomas-Bailey on 13th November 2010.