I like to peg a small Corky above the worm to protect the worm from getting pushed down.
When that happens, the worm starts to spin and I don't want that going on.

The best toothpicks for pegging are the long tapers.
They usually have a square center and a nice long (round) taper.
Always peg the worm side of the Corky (or whatever) and leave a little space between the Corky and worm.