For sure it happens. What I wonder is if frozen or dehydrated are safer as far as containing or not containing diseases. My guess is they are. Especially the dehydrated like tubi-fex worms.
I found this and copy/pasted for ya. Frozen Fish Food
Frozen fish foods are great for getting high quality, fresh food to your fish. These foods are usually high in proteins and fats so check the label to see exactly what you're giving your fish. Manufacturers are making frozen varieties of the many tropical fish food types, including brine shrimp, beef heart, bloodworms, daphnia, krill, plankton, silversides, etc. You can sometimes get the frozen fish food in cube packs that really makes it easy to dispense.
Using frozen fish food can be messy, to cut down on the amount of pollution added to your tank you may want to thaw the frozen food in a bowl and then slowly spoon feed it to your tank. Only put in as much food as your fish will eat as soon as it touches the water.
Feeding your fish high quality, frozen foods will really do wonders for them. You may start to notice that your fish have improved colors and they may even start breeding. Freeze Dried Fish Food
Freeze dried fish foods are great foods as well. However, they are one of the most expensive types of tropical fish foods per ounce. There are benefits to using freeze dried foods. They are not very messy, they tend to float at the top of the tank for a very long period of time and they have been decontaminated (free from fish disease) by the manufacturer before the freeze drying process. If you've used freeze dried fish food you know how fish go after them. Freeze dried food is a very good way to supplement your pet's diet. Live Fish Food
Live tropical fish food is exactly what you think it is. The food is still alive when you introduce it to the tank. Brine shrimp, Daphnia, Feeder Goldfish and worms are usually the main live foods given to tropical fish. Many give feeder Goldfish to their Piranhas
. If you plan on using live foods, caution is advised because feeder fish can bring fish disease along with them.
Earth worms can be a great supplement for your fish but don't feed them to your fish too frequently. Finding earth worms can be fairly easy but make sure you don't collect them from soil that may have contaminants such as lawn fertilizer.