I have. however... this was NOT an earthworm dug up in the back yard. They were Canadian night crawlers that - like the crickets you'd get a a pet shop - are essentially captive bred in farms. They are supposed to be used as bait - but I buy them to feed baby garter snakes with.
And once I ran out of crickets I thought I'd see if some of my T's would eat them. One balled up the worm... another ignored it... but one of my T's eats his like it was a spaghetti noodle. (kinda gross). Also I wouldn't do that all the time. I feed mainly crickets. I've also given some of my t's wax worms (from the exotic pet store).
Yeah... wild earthworms will pose a significant risk of tranferring parasites to your T and will also be somewhat messy when compared to insect feeders. That can raise your risk of mites or ants finding the enclosure.