Try taking rail guns to deal with the worms. Apparently even the handheld one easily does enough damage to casually oneshot mediums. 10k base physical damage and the shot keeps going and hitting things until it reaches end of range.
ETA: if you shoot roughly in line with the worm, you’ll easily get multiple segments. Each one takes the full shot of damage before resistances are applied, so the worm takes a ton of damage in a single shot, even with its resistance.
I heard one tip where, if you want to throw a FUCKTON of materials at worms, build a 4×4 square of nuclear reactors, let them heat up to 1000, then aggro the worm to try to chomp down on the reactors, causing it to nuke itself.
Advantage: available with only up to chemical science
Disadvantage: you’ll have to build four nuclear reactors, just to blow them up