Yes if you see them on the glass or easy to reach places get them out, but i would'nt go knocking corals over in an atempt to get at them. I beleive syphoning them out has been a good option for some people.
If they were coloured in my tank i would be in more of a rush to get rid but i personally have never seen theses clear worms multiply in numbers like say the red planaria. These clear worms have been in my tank for 3 years and i have never seen more than about 10 at the same time, but it does'nt mean they definatly wont in your tank unfortunatly.