How tiny are they? Pinworms can migrate to other parts of the body, but there are several parasite that can infest the skin. Strongyloides are tiny, about 1/10 of an inch long and no thicker than a piece of string. I'm not really sure about other skin worms, but better out than in!
I had a problem with herbs making my parasites scatter to my skin, and start coming out in droves. Once they get into your skin, they don't want to go back.
I hope someone else can tell you the other kinds of skin parasites. If you could describe them more fully, maybe they would have an easier time. What color are they? How big are they?