Bring an army of high level wyverns and ride any creature that’s fast enough to escape the deathworm (or you could just ride one of the wyverns). Use the orbit camera to look under the ground until you spot a worm, run over it and whistle your wyverns to attack it. And don’t let it access any of your holes.
Ragnarock - Go into ice cave and kill the weak deathworms there. Use a good shield to block their attacks and melee them with a sword, easy quick kills because they have so little health and they drop the same loot as a regular deathworm. Make sure to wear warm cloths.