I'm also a backer and I don't have a Wurm either.
Special items I got (as far as I can tell): Space Piglet, Cape of the Obsidian Order and a ring (not sure if everybody gets the ring, though).
From what I've read, the wurm is for the $50 tier and higher backers. Unfortunatly I only got the pig, but I am by no means disapointed in this game!
Also, the first thing I thought of when I saw the Obsidian Order cape was in reference to Deep Space 9 (Cardassian Obsidian Order). Of course, Obsidian also being the game studio I was (probably) mistaken. No reason I couldn't consider it a double entendre however.