I landed on Vulcanus, setup a base so that I can launch rockets from there. Unlocked of course the drill and foundry. I could not kill a worm yet. I need more weapon upgrades from Nauvis.
My question is :
What do you transport from Vulcanus to Nauvis? only the drills, foundries and orange science?

By the time you are dealing with medium worms you should have the railgun from aquilo.
Shoot it when it is charging at you because the round penetrates several segments causing massive damage.
I haven’t even left Vulcanus, though I am currently researching Gleba. Besides my starting patch of tungsten I didn’t find another without killing a medium worm. I feel like I haven’t spent enough time on vulcanus, my base there is a bit messy still, but I have all the resources I need now. Do you usually research all the planets in short succession to get all the tech before you expand your base on them?