UPDATE: Here's an official statement from McDonald's in response to the alleged incident.
"A client of McDonald’s Ruoholahti informed radio channel Voice that he found a worm in his hamburger yesterday. McDonald’s QA will investigate this complaint to understand what happened – we are sorry about the incident.
The quality of food is extremely important for McDonald’s and the company has very strict and controlled processes which are constantly under a development and testing.
McDonald’s is in direct contact with the client about this incident.”