They don’t dry naturally; they rot, so putting them in a dark damp closed area isn’t a good idea. You want to actually dry them; a simple trick is to run a thread through them and hang them to dry, ideally with a fan on them or some sunlight. There are also some non-heating drying substances you can try; Shroomery has a guide.
You should be thanking those little wormies; they’re central to keeping the mushroom’s ecosystem functioning! They’re entirely harmless to eat (good protien I’m told) and, trust me, anyone who has eaten mushrooms fresh from the feild has probably eaten hundreds, live :hopeless:. If you’re not cool with eating them (and I can sympathize) they try to escape during the drying process and die off, leave a tray underneath and you’ll get the vast majority.
I think it’s possible, if risky and wasteful, to dry them in the oven, but most people agree that if you’re willing to go through the trouble of finding mushies, you can go that extra step and dry them properly to make sure you get the most bang for your buck.
