As long as they stay relatively small they are good sand sifters and detris eaters.
However, I have seen pics on this forum of people cleaning out their tanks only to find bristleworms which are almost a foot long.
If they get too big, and you want to remove it/them, be sure you remove them with rubber gloves. The bristles are as bad as fiberglass to get out of your skin. The worms love to hide in holes in your coral and rock. To remove, watch which rock they are hiding in, then take out the rock and soak in plain tapwater, the worms will come out and you can then "flush" them.