They loved the worms. However, worms can be a hassle depending on the substrate; I had gravel, and if you lost track of a worm during the feeding, it could borough down into the gravel where would die and rot. I tend to believe worms are very nutritious. I'm sure fish eat them constantly in the wild.
If worms are readily available for you, then I say absolutely feed them to your piranhas, just make sure to keep and eye out in case they try and bury themselves into the substrate.