The term parasite refers to a life-form that harms another life-form in order to survive. Technically, since the worms thrived inside Fry and improved his biologic functions to the point where he was much more intelligent and much stronger, they would not be parasites, but, rather, symbiotic with Fry.
The goof items below may give away important plot points.
Incorrectly regarded as goofs
Fry is trying to get the worms to leave and threatens to slice the medulla oblongata and the worms react by agreeing to leave. Although the worms aren't physically connected to Fry and might be able to repair the damage, Fry will likely die before they can do so, and it is never suggested that the worms could bring Fry back to life; only improve his already living body.