Todd-
All you need to do is mold the worm with a high durometer (90 or above shore A) pinch tip on the worm that you can pinch when threading and then release and let it pinch the line.
Any rubber product can be molded with multiple hardness (shore A) and a tip with a slit that can pinch the line would work quite well. The higher hardness tip can be as long as needed to give the best performance.