I forget what I was after with my tinkering but I found that this trigger
<Triggers>
<OnEvent>OnConstructImprovment</OnEvent>
<Target>
<TargetType>Planet</TargetType>
</Target>
<Lifetime>Instant</Lifetime>
<PerformAction>
<Action>Wormhole</Action>
</PerformAction>
</Triggers>
in an improvement definition will successfully wormhole your colony. I would have expected a crash and doubt it's usefulness for anything balanced. I just thought it was interesting enough to note.