I've bought giant worm models - how to use them?

Sun worms from Rogue trader, they'd be perfect.

I'm thinking some sort of cross between the silly example creature from the 2nd ed points value section (slow moving but tough / regenerates (the creature in the book has 10 in all stats but 0 M iirc - I'd not go with that as it's meant as a silly example but you get the idea)) and a beast of Nurgle from the end of the Enemy Within (I forget the details but the bit I remember is the mutating slime trail) - although you probably want something other than mutating for Fimir.

I'm also thinking some of the demons on that page would make great Nurgle beastmen.