Suck it up and keep them in the fridge

You can seclude them with the boxes they come in into one of the fridge's storage compartments. If your still paranoid about them getting out, take the boxes they come in and stack them into another box ex. those Exo-Terra plastic little critter cages (or any tub) and keep the lid closed.

But hey, I don't mind a worm sandwich once in awhile

Hope that helps!