Are there any published adventures you'd recommend that fit the vibe of His Majesty the Worm?
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So, the big piece of advice is: Create an Underworld by using all the modules you like and then smashing them together. This is the big brain way to create a megadungeon.
I ran Snow’s Sun King’s Palace in my games.
I cobbled together a Zelda-esque game using Silent Titans.
I ran Dolmenwood.
Lastly and most importantly, here’s a great introductory dungeon to pair with the adventure in the book by the incomparable Ty Pitre of Mindstorm Press: House of the Revelers