If the worker is acting purely as an endpoint and not a proxy, the A record can point anywhere. Common choices are to point the A/AAAA at your registrar’s default parking site, or CNAME it to your GitHub Pages domain if you have one.
This requirement is admittedly a little silly, since presumably you’re not going to forward any subrequest to the origin. It is a consequence of the history of our infrastructure’s primary use as a proxy, and we hope to remove the requirement at some point.