Vermar

The Vermars are a sapient alien species similar to human-sized centipedes standing on their tails. They are known to hang around in the MiB Headquarters drinking coffee, much like the Worm Guys. Their native language of Vermararian is described by Agent Kay as resembling a mixture of microphone feedback and Esperanto. He also claims they smell like fresh doughnuts. The Vermars have pseudopods, which they wave as a form of greeting, although it's just as likely that this was an acquired Earth custom.

Trivia

 * The Vermars appear in the Men in Black novelization by Steve Perry, taking the role the Worm Guys played in the movie.