These creatures are kouhuns. As with everything else in the Star Wars universe, they have an extensive backstory, including a native planet, and city on another planet where they were once used to foil a crime scene investigation by some random guy you've never heard of, but who canonically exists.

Transcript

GM: Okay, while Jim's in the kitchen, Padmé's asleep.
GM: The Coruscant night is spangled with the lights of this planet-wide city. Orderly streams of hovercars glide silently past the windows of the apartment.
GM: A small shape detaches from the incessant traffic and flies to the bedroom window.
GM: It cuts a hole through the window and drops two centipede-like creatures into the room.
R2-D2: How would we know that?
GM: R2 is in the room. You can see them.
R2-D2: Not unless I make a Spot check.
{beat}
{beat}
{beat}
GM: ... Well?
R2-D2: When I'm ready.
R2-D2: I'm still watching the hovercars.