My worms are escaping!

So I finally got my worm bin set up. Followed the directions that came with the bin. They were not very detailed, but then, it's supposed to be easy. I purchased some red wigglers from a bait shop. (Did you know that you only use worms for fresh water fishing? I didn't.) My worms do not seem to like the environment I created for them, though. They continue to try to leave. Of course, when they do that, they die. The on-line information says if you change their environment, they don't like it. It's definitely changed - they were in plain dirt at the bait shop as far as I could tell. It didn't look like worm castings. Anyway, I don't think enough bedding was provided in the kit after studying the on-line posts. I've added more shredded paper, but I still have some evacuees. I'm actually not sure how many live worms are left inside the bin at this point, but for now I'm just waiting......to see if they adjust, perhaps? Who knows?