Creating the Skin
You make the skin by lathing a Bezier line. Start by drawing the skin around the inner anatomy of the worm.
Lathe the line in the X direction. Move the Lathe axis in Y to give it width as you did with the digestive system.
Apply an Optimze modifier. The default settings yield very satisfactory results:
Collapse the modifier stack of the skin. Your final model will look like this:
Creating the Worm's Food
Create a Capsule and add a Noise modifier to distort the surface and make it look bumpy. Place it directly in front of the worm's mouth.