I would imagined Kira's character was the most directly threatened by Worf, though in reality Dax ended up demoted from being the resident Klingon. I don't think she ever had her own storyline after Rejoined.
You know, you're right. I never really considered it from quite that point of view, but, while it probably seemed like Kira ran the most risk of being adversely affected by Worf's arrival, she ended up with some of the strongest material in the later seasons.
It was really Jadzia who suffered most because she became somewhat of an accessory to Worf.