I recently replaced the worm while rebuilding my AA steering gear due to rough bearing surfaces. It was quite a job and had I to do it again I would purchase the new worm and shaft assembly. I pulled the old worm with a large bearing puller set up. Lots of alternating heat, sweat, and penetrating oil. It is designed as a TIGHT press fit on a shallow tapered spline that partially cuts its way on.
The problem arises when pressing a new worm on as how to do it without bending the hollow shaft.
Luckily I have a friend with a well equipped shop who enjoys tackling these type problems.
We made a press by welding up scrap:
A heavy pipe with a cap welded on. The shaft with nut installed flush goes in here. We next packed the steering shaft tightly in the center of this tube with dry sand. Then brackets (heavy angle and thick base) were welded to the pipe to support an hydraulic jack to push the worm on. We warmed the worm, careful not to use enough heat to damage temper, and it was still quite a job!
Thankfully it went on without bending the shaft an steering gear is on the truck in fine order now.