I leave them, as te common bristle worm causes no harms to corals or fish, however there is another type that is known to eat zoanthids. most bristle worms do not.
Why remove him, he'll eat any leftovers, detritus, and to prove their efficiency, I awoke one morning to find my yellow head jawfish gone, searched the tank, removed rockwork, sifted sand, only to find a rib bone,
lesson is, they are the definition of efficient, the jawfish must have died that night, and the bristle worms cleaned the mess, not nitrate or ammonia spike...
best of luck, and chances are, reguardless of how it looks you will rarely see it...