Bristle worms normally aren't a problem, but if you do have a "fire" variety their sting can be quite painful. I consider them part of my clean up crew and they do a good job in my opinion. If there is a distinct red coloring then I may consider keeping the population in check by removing easy to get ones.
I wouldn't go all out to eradicate them, but if you see one and have a pair of tweezers to nab it - go for it. But if they aren't the fire variety I would leave them be. (Free clean up crew)