We did send in some worksheets (3yrs above grade level) as part of DD's portfolio. We also sent in a reading video and some pics of her doing unusually advanced things (100+ piece puzzles at 3yrs, etc.) She doesn't produce a whole lot of work samples, so I sent what I had. I don't think worksheets alone would be sufficient, but I would certaintly include them if you have them. Good luck! The link given above has some good ideas too.
Try this link. The one given above didn't work when I clicked on it.
http://giftedwiki.org/index.php?title=Davidson_Young_Scholars_Program_application_portfolio