Within general relativity at least, I think this is impossible. The metric tensor of a pseudo-Riemannian manifold is usually taken to be everywhere nondegenerate (see e.g. this source. A metric is nondegenerate when its determinant is nonzero, or equivalently when it has no $0$ eigenvalues), but for it to change signature from one spacetime point to another it would have to pass through the subspace of singular metrics somewhere along the path connecting them.
In other words, to go from $+$ to $-$ smoothly one has to pass through $0$, and a signature with $0$s is not allowed in ordinary GR.
This does not mean that signature-changing spacetimes haven't been at least considered in the literature (see for example this paper, this paper or this bachelor thesis). However, to treat these spacetimes we must necessarily extend ordinary general relativity, or relax one or more of its assumptions. Since you are probably interested in the worldbuilding aspects, here are some possible options you might like:
Allow for degenerate metrics: this case entails important limitations on what you can do. For example, you can't even define Christoffel symbols since they involve the inverse of the metric, and $1/0$ is not defined.
Allow for discontinuities in the metric: you can discontinuously jump from one signature to another without passing through a degenerate one. However, a spacetime like this would look nothing like a wormhole, it would be more like two separate regions "pasted" together with some junction conditions. Again there are important limitations; for example, anything involving derivatives of the metric is not defined in the junction hypersurface.
Allow for complex numbers: here you can go from $+$ to $-$ and bypass $0$ by going around it in the complex plane. In fact, all nondegenerate signatures become equivalent in this setting. I know this is used sometimes in quantum field theory as a calculational "trick" called Wick rotation, but I am not aware of any accepted physical meaning of complex coordinates, aside from Hawking's famous cosmological proposal involving imaginary time.