The larger bristle worms are the ones that hurt. Ive touched a bunch of small ones when picking up rocks, its more or a irritation, like getting a splinter in your finger. If you do happen to get one, dont try to pluck it out, just get a piece of tape and put it ontop of the area and pull, that should remove the bristle.
Fireworms on the otherhand are nasty critters, might want to read up on them just incase you ever see one.