I started my own wormery with those recycling boxes you get free off the council. All you have to is call them and ask for extra boxes. I asked for three
What you do is poke holes in the base of the first one, and then cut a hole in the base of the second one, leaving an inch and a half border all around the base. Get some greenhouse shading net and cut it to size, with a slight allowance all around so you can glue it to the base of the second box. Basically you're making a sieve for the second box, and for the third box, buy a plastic tap and fix it to the side of the third box (near the base, on the side).
Because the boxes are stacking boxes, you need to make sure that they don't nest inside each other, and just use either expanding foam or silicone on the top edges, and let dry, so the boxes actually sit on the edges and not fall in. (I hope this makes sense!) You can buy dendrobaena worms from bait shops or ebay, and put them in the first box. All the food waste goes in there, and as they get eaten by the worms, they fall through the holes in the base into the second box. Some worms will fall through as well. The liquid will fall into the third box, but not any worm casts or worms.