Best place to get Deathworm horns is the Ice Queen cave on Ragnarock. Just take a Sabertooth and eat the easy male death worms. Easy horns they spawn back fast. Use them to tame the mantis.

Use bug repellent to get close to tame

Do not be me and knock out a 150 after searching 3 hours coming to realize it's a passive tame.

HELPFUL TIP! Make sure you have more horns than needed as Dododex was wrong on the amount, ruined my 150 tame