For purposes of seting up, are wormhole hexes counted as empty tiles or special tiles?

Officially, an "empty hex" is one with nothing in it. So a hex with only a wormhole would not be considered "empty."

It's not a special hex either - those are all marked with red/yellow borders.

It's just a regular hex, like any other.

This is incorrect. An empty system, at set up time, is a system with no planets. See base rulebook, page 31. Thus, a system with just a wormhole in it, is an empty system. Also, a red-bordered system is not considered empty at set up time.

I agree with robertcop2, strictly speaking Wormhole systems are "empty", and thus should be placed in the pile of empty (blank) systems.

However, there's nothing wrong with putting it in the same pile as the planets, just be aware that if you do this, and one or both of those wormhole systems comes into play, you are going to have less planets/resources in play overall.

Sometimes, what I do just to keep things interesting, is put the wormholes in the "empty" pile, but make sure they are always in the draw. I will usually also make sure Lodor and Quann are there, too, as it often helps the galaxy to be more interconnected. But I should stress this is NOT an official way to do it.