The concensus is that aliens are wimps. But here are some solutions to your problems:
Attack siege worms with city ranged attack. It does about 10 damage and takes a while, but it will kill them. Adding a ranged unit in the city does another point or two, but not much. Otherwise, keep your units away from them. The worms will pillage around your city, but you can repair.
Get Purity I affinity to make explorers immune to aliens and use explorers to loot nests, guard settlers and workers, and position obstacles to aliens to moderate attacks. Aliens are aggressive when you get within two hexes of a nest, so looting nests with immune explorers is a good way to pacify the aliens.