What I understand. Wriggle hated others calling the cockroach a wriggle since there all technically insulting wriggle herself *not sure maybe it's a he in this one :3*. But on seeing Yuka call the cockroach "Gokiburi" instead of wriggle it made her think Yuka still cares for her enough not to slander her oh so good name *cough stage 1 boss cough* /sarcasm. So that's about what I got out of it. Correct me if I'm wrong.
I'll tag it as parody, as IMO Reisen in first panel definetly quotes a certain flash video by IOSYS (OVERDRIVE)...
It's a Wriggle! Let's get it~A Wriggle came out~ ②I'd prefer to end my life in a danmaku battle with Yuuka... Yeah, that's what I'll do...Suddenly, there's an unprecedented Wriggle boom in Gensokyo!It's a Wriggle~
Myooon~They're all plotting to annoy me...I'll just die by getting beaten...You've become almost synonymous with "co**roach", Wriggle. What are you going to do...?Wriggle? Kyahahaha, how disgusting.Damn... A Wriggle...Sheesh...it was just a cockroach after all...Really scared me there...