Place the chocolate sandwich cookies into a resealable plastic zipper bag, and crush with a rolling pin into crumbs. For a more mudlike appearance, untwist the cookies and scrape off the creme filling before crushing cookies.
Whisk together the chocolate pudding mix with the milk in a bowl, stirring for 2 minutes. Sprinkle about 1/3 of the crushed sandwich cookie crumbs into the bottom of a serving bowl, and spoon the chocolate pudding over the crumbs. Smooth out the top of the pudding, then top with the rest of the chocolate cookie crumbs to resemble dirt. Poke gummy worms halfway into the dirt. Refrigerate until serving.
