You'll want to pry that guy off the skele. While I can't be sure what type it is, there is no good to come of leaving it there it can irritate the coral and potentially dig its way into the skele. Take a scalpel and get down behind it and scrape towards the plug or disk with it in a downward controlled way. Or you can use a pick or even sharp tweezers. Just make sure you get every piece of the worm out.
