As stated it works best to put the mallow on first.

You may have better luck keeping mallows on if you "age" them a bit in open air. The ones for fishing and plain mallows are all too soft ifyou don't let them dry a bit.

Another trick; attach the main line to a snap swivel. Tie a loop on the end of the leader, and hook it in the snap. When you reel in to check your bait the worm may still be fine, but the mallow is gone or about to go. Now just undo the snap. Get a fine-point crochet hook and thread a new mallow onto it. Hook the leader loop on the crochet hook, and simply slide the new mallow down the leader on top of the worm!

You may also want to try a "worm inflator" needle (like a hypo needle on a squeeze bottle) to inject enough air into the worm to make it float without a mallow. Sometimes the natural wiggling crawler works better than powerbait or anything else.

As you can tell I'm a baiter from way-back. But don't forget to try lures too! Makes it much easier to let them go.

Hope this helps.