Are they wild, or are they coming from pupating feeders? If they're coming from the wild, that might be harder to deal with. Pupating feeders can be dealt with by making sure they can't pupate anywhere they can crawl out from.
For what it's worth, if they're the right species, and you catch some and let them breed, they'll make more worms for you
I have a small colony of Zophobas morio, the beetles superworms turn into. They really are quite harmless, and they're not really that scary once you get used to them. Now I just kinda laugh at their weird buggy antics...give them fresh carrots and watch them go nuts, stuff like that.
I used to be kinda freaked out by several of my feeder insects, but after a while, it just kinda doesn't bother me anymore. I've handled my crickets, dubia roaches, superworms (and beetles), and BSFL all barehanded at this point. Watch them, learn about them, and maybe it'll help you desensitize yourself to them. Bugs can be really cool in their own rights.