I've heard a glass bottle works... though I would think that you would have to watch the bottle as I would assume they could get out... I can think of a few designs that would likely work but are impossible to describe haha I'll look around for a sec see if I can scrounge up the link I used to have about them and their traps.
Found a DIY trap from a guy Im not going to link it as it gives some bad info and advocates removal of all, but ill paste the trap specs. Apparenly it can be used to trap any hitchhiker like mantis shrimp as well if you have that problem.
-Use a kitchen type container or a used food container made out of plastic. Make sure you have lid for the container. The container needs to be opaque. I have outlined this before. After you have added the food to the trap, lower the container in the water and let it fill with water.
-Place it in the area where you think the bristle worm or whatever else you need to trap resides or hides.
-Before doing this though you need to prepare the trap:
-In the lid make an X shaped cut with a razor blade.
-The size of the X should be just smaller than the thickness of the worm, or Mantis shrimp, or whatever else you are trying to catch.
-Gauge the thickness carefully as the size of the opening in the lid needs to be slightly smaller than the size of the animal you are trying to trap. This is probably the only difficult part in the whole process. Remember that worms can make themselves real thin.
-Push the four pieces of plastic that are loose as a result of the X cut inwards, at about a 45 degree angle. You can do this with your fingers or a tool. They should remain in that position. This is important (see below).
-This allows the animal you want to trap to get in easily, but makes it hard for the animal to get back out. As it tries to get out, the pieces you pushed in will want to come back up as a result of the pressure the animal exerts on them. That is what makes it hard for the animal to get back out of the trap.
-Now all you need is patience.
-Remember that you may not catch anything the first day and that you need to persevere.
-Keep at it and you will catch what you are after even if it takes longer than you expected. The key is not to give up
-If the container/trap you use is not working, meaning if you do not catch anything, change the food you put place in it and make the cut in the lid either smaller or larger, depending on what you are trying to catch. Sometimes the cut is too large and the worm or other animal gets back out, sometimes it is too small and the animal cannot get in. Adjust the size of the cut and eventually you will catch what you are after.
All credit for this trap goes to Albert Thiel (again I wouldnt recomend listening to his advice about bristle worms as he groups good ones and bad ones into the same group)