I played Gandhi last night, and as far as I can tell it doesn't actually construct improvements faster. The advantage is that it can enter squares that normally cost 2 movement (forests, jungles, hills) and start working right away. This, in effect, makes them construct things faster without actually increasing their construction speed as Democracy did in Civ3.
The other advantage is that they can run from one end of your empire to another in less than 3 turns on good roads/rails. This is nice because, say you get pillaged or you take over a city that you thoroughly pillaged first. It takes but a couple turns at most to get your fast workers in place and rebuilding the lost infrastructure.
So, are Fast Workers harder working? No. But can they get in position and get your infrastructure up faster than normal workers? You better believe it.
As someone else pointed out, they're a good UU because their abilities apply over the entire game, not just in the window where the military UU's are viable. In my game last night, it took me a while to get Railroad, so all my workers had retired to hide away in cities. As soon as I got Railroad, though, they woke back up and had rails running from one end of my nation to the other in a few turns.
In short, they're an awesome UU, a very creative twist on the usual military fare.
