It's a matter of asthetics. They're very normal to find all over your tank, especially on the live rock. You're never really gonna be able to get all of them out of your tank, especially not your rock, but leave them alone if you like the way they look, they're not going to cause any real harm and they actually will provide a small amount of filtration capacity if theres enough of them. If they look like hell, scrape them off as much as you can and sihpon out the remains. I'd use caution with the mag-float, however, as the calcareous bodies of the worms might become trapped between the magnet and the tank wall and scratch it. I'd use a razor to remove them from the glass just to be safe. Good luck.