Don’t be alarmed if you find little red worms in your filter material. They are nothing but harmless blood worms, the larvae of the midge fly. They are a very natural occurrence in the pond and, although they aren’t very attractive, are okay to feed your fish. After all, once freeze-dried, this blood worm becomes what marketers call "Tubifex Worms". They’re packaged and sold in pet supply stores as a fish delicacy.
Oh, and don’t start measuring how "dirty" your water is by how many worms are in your filter. Blood worms are found in "clean" water.