Bristle Worm??

I found a worm looking thing come out of my live rock last night. I put some frozen krill in the tank for feeding and the piece landed next a hole in my live rock. After a few minutes a millipede looking worm came out and started eating it. The worm never came completely out of the hole, it just tried to pull the krill in the hole.
I've had the tank for over a month now and this live rock has been in there the longest. It's the first time I've seen the worm. After doing research I'm 99% sure it's a bristle worm.
Can anyone tell me if I need to worry about this guy or just leave it alone. My peppermint shrimp and Damsels hang out in the same rock, but have so far not been effected by this guy.
Any advice would be great!!

Also, should I take out any pieces of krill that don't get eaten or leave them in the tank?

 

I wouldn't worry about a bristle worm. You probably have a million in there you just never see. I know I do. I figure they're just another member of the cuc.
Also I wouldn't leave any uneaten food in the tank. If you have food left over sitting on the bottom I would say you're over feeding.

 

Yah. I figured that was too much food in there. One day they eat that much then the next they just watch it fall to the bottom.

 

Yea I only feed every couple of days. Some people only feed once a week or so. But imo there should never be leftover food.