Yes, there are two insect species that eat puncturevine (Tribulus terrestris) and that have been distributed widely throughout western North America as biological control agents.  They are two species of weevils of the genus Microlarinus, and their immature stages are "worm-like".  They are thought to have reduced numbers of puncturevine significantly in California.  They have been introduced repeatedly to Utah over the years, but without lasting success.  Apparently our climate is too cold during the winter for them.