When I first got to Hell depths, the first thing I did was build a large walkway well above the lava with no other platforms or surfaces around it.
While mining Hellstone, if a worm appeared I would immediately retreat to the walkway, out of his range.
Imps, just keep spinning your pickaxe to break up the fireballs (chance to get a heart too) and make your way to the walkway. If you've built it so the walkway is the only surface they can spawn on, they'll be easy enough to run over to and smack.
I used a Molten Fury bow and that usually put them down in a couple shots.
While mining Hellstone, if a worm appeared I would immediately retreat to the walkway, out of his range.
Imps, just keep spinning your pickaxe to break up the fireballs (chance to get a heart too) and make your way to the walkway. If you've built it so the walkway is the only surface they can spawn on, they'll be easy enough to run over to and smack.
I used a Molten Fury bow and that usually put them down in a couple shots.