Add the worm to the hook, with either an under-the-chin and out-the-nose orientation or you can even Texas rig it onto the hook.
Pro tip: Light wire hooks are often better with a drop shot rig. Light line in deep water with smaller guage wire will penetrate a little better. Hooks with small keepers will hold a Texas rigged plastic are also preferred. Most of the time, we nose-hook our soft plastics when drop shotting, but will switch to Texas rigged around cover.