Are you sure they are mosquitoes and not fruit flies? In both cases it is important to add enough cardboard and perhaps let the container dry out a bit at the top (lid off). Check whether your drip tray drains well. If there are water accumulations in the lower compost rings (or in the drip tray), mosquitoes can lay eggs in them.
If they are really mosquitoes and your worm bin is dry enough, check for other places with stagnant water in the area.
In a regular compost bin, you can add some extra citrus peels. (see also article about orange peels in your worm bin). In a worm bin, limit the citrus peels to a minimum. In case of mosquito infestation maybe a few peels (cut very small) as a defense.