I go for something halfway edging towards strodgy. Usually the reason worms don't go up the side is that there's not enough water, so try adding a few drops on top. I tend to harvest just with my finger, but have used a paintbrush in the past (go for a cheap one as the worms will eat away at it eventually).
Alternatively I have heard of people having success with putting a square of tissue on top of the culture about 2x2 inches in size and on top of that putting a 1x1 square. You should be able to then lift up the smaller square and rinse it in the tank to get the worms off, but I've never had much success with this method as I've found that bits of culture would still get carried onto the small square.

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Kat