We feed bait worms to our SW tanks as a staple part of their diet. Other than rinsing them off, we dont' worry about 'cleaning' the gut. We've been doing this for over a year, with no adverse effects. The lionfish who moved in 4-5 months ago from our reef (he was getting big enough to threaten small fish) has doubled in size since moving.
The only concerns I would have about feeding the 'dirty' worms to a freshwater tank include parasites--there are a few parasites that live in a worms gut that MIGHT be able to infect aquarium fish...But not enough that I would worry much, and none that are fatal. Most bait dealers sell 'clean' worms--many states have laws about importing bait, to prevent infection in wild fisheries. This protects aquarium fish as well.
The only other problem I have-I occassionally will chop up a worm for my fish (the newts get worm as a staple as well)-is that EVERYONE in my tank loves it, and I have to make sure no big pieces are fed. Small mouthed fish will try and swallow a huge chunk. I had to catch my peacock eel and remove a chunk of worm that he clearly would never be able to swallow.