I'm toying with the idea for my campaign that the Psycharus worm isn't a Yu'Vath device, but actually is a Yu'Vath, or some partial remnant of one is stored within. Maybe they have no physical bodies at all.
I like the idea of them being puppet masters, but I think they work better as a mysterious, creepy force if either:
a) you never see them at all
b) when you do finally meet them they are something other than just another statted monster to fight.
I'd like to keep the mystery, and once you are fighting the thing and knocking off hit points, the mystery is gone.
Not always. Once had slenderman attack/infiltrate my deathwatch group and with the aid of skype, creepy sound effects and more maps than I'd ever used before I managed to keep them freaked for about an hour and a half.
Course, he went down like a chump once they started using sanctified weapons because Rank 5/6 Deathwatch characters can curbstomp a primarch. But for a while there was a lot of suspense, even while they were whacking at him.
Personally, to keep this on topic, I've always thought of the Halo Devices as being made by the Old Ones as an attempt to get around extinction, and the Yu'Vath and Slaughth as more of their client races (ala the Eldar and Orks - mostly because Slaughth sounds like Slann and Slinnar a bit, and we know the OOs had something to do with those guys).