That's what I thought initially as well, but the shape made me think otherwise. Instead of the tell-tale loop, it is long (the camera fails to capture it), but I can see the segments of a black worm. I've also had these guys for a while and they always ate their skin as well.
I've taken them off black worms, and have yet to see this again. (Although some have molted during this time) Perhaps I had a bad batch?