Sample showing a potential way to start and run multiple worlds.

MultipleWorlds.cs

using System;
using System.Linq;

using UnityEngine;
using Unity.Entities;

public class WorldBootstrap
{
    [RuntimeInitializeOnLoadMethod(RuntimeInitializeLoadType.BeforeSceneLoad)]
    public static void Initialize()
    {
#if LOAD_SERVER
        ServerWorldBootstrap.Initialize();
#elif LOAD_CLIENT
        ClientWorldBootstrap.Initialize();
#else
        LocalWorldBootstrap.Initialize();
#endif
    }
}

// Edit -> Project Settings -> Player: Scripting Define Symbols, add: UNITY_DISABLE_AUTOMATIC_SYSTEM_BOOTSTRAP
#if LOAD_SERVER
#region ServerBootstrap

    public class ServerWorldBootstrap
    {
        public static World serverWorld;

        public static void DomainUnloadShutdown()
        {
            if (serverWorld != null)
            {
                serverWorld.Dispose();
                ScriptBehaviourUpdateOrder.UpdatePlayerLoop();
            }
            else
            {
                Debug.LogError("World has already been destroyed");
            }
        }

        public static void Initialize()
        {
            PlayerLoopManager.RegisterDomainUnload(DomainUnloadShutdown);

            serverWorld = new World("Server");
            WorldCreator.FindAndCreateWorldFromNamespace(serverWorld, "Server");
            World.Active = null;
            ScriptBehaviourUpdateOrder.UpdatePlayerLoop(serverWorld);
        }
    }
#endregion
#elif LOAD_CLIENT
#region ClientBootstrap

class ClientWorldBootstrap
{
    public static World clientWorld;

    public static void DomainUnloadShutdown()
    {
        if (clientWorld != null)
        {
            clientWorld.Dispose();      
            ScriptBehaviourUpdateOrder.UpdatePlayerLoop();
        }
        else
        {
            Debug.LogError("World has already been destroyed");
        }
    }

    public static void Initialize()
    {
        PlayerLoopManager.RegisterDomainUnload(DomainUnloadShutdown);

        clientWorld = new World("Client");
        WorldCreator.FindAndCreateWorldFromNamespace(clientWorld, "Client");
        World.Active = null;
        ScriptBehaviourUpdateOrder.UpdatePlayerLoop(clientWorld);
    }
}
#endregion
#else // Client + Server
#region LocalBootstrap

class LocalWorldBootstrap
{
    public static World clientWorld;
    public static World serverWorld;

    public static void DomainUnloadShutdown()
    {
        if (clientWorld != null && serverWorld != null)
        {
            serverWorld.Dispose();
            clientWorld.Dispose();

            ScriptBehaviourUpdateOrder.UpdatePlayerLoop();
        }
        else
        {
            Debug.LogError("World has already been destroyed");
        }
    }

    public static void Initialize()
    {
        PlayerLoopManager.RegisterDomainUnload(DomainUnloadShutdown);

        serverWorld = new World("Server");
        clientWorld = new World("Client");

        WorldCreator.FindAndCreateWorldFromNamespace(serverWorld, "Server");
        WorldCreator.FindAndCreateWorldFromNamespace(clientWorld, "Client");

        World.Active = null;

        ScriptBehaviourUpdateOrder.UpdatePlayerLoop(serverWorld, clientWorld);
    }
}

#endregion
#endif

#region WorldCreator
public class WorldCreator
{
    public static void FindAndCreateWorldFromNamespace(World world, string name)
    {
        World.Active = world;

        foreach (var ass in AppDomain.CurrentDomain.GetAssemblies())
        {
            if (ass.ManifestModule.ToString() == "Microsoft.CodeAnalysis.Scripting.dll")
                continue;
            var allTypes = ass.GetTypes();

            var systemTypes = allTypes.Where(
                t => t.IsSubclassOf(typeof(ComponentSystemBase)) &&
                !t.IsAbstract &&
                !t.ContainsGenericParameters &&
                (t.Namespace != null && t.Namespace == name) &&
                t.GetCustomAttributes(typeof(DisableAutoCreationAttribute), true).Length == 0);
            foreach (var type in systemTypes)
            {
                GetBehaviourManagerAndLogException(world, type);
            }
        }
    }

    public static void GetBehaviourManagerAndLogException(World world, Type type)
    {
        try
        {
            Debug.Log("Found System" + type.FullName);
            world.GetOrCreateManager(type);
        }
        catch (Exception e)
        {
            Debug.LogException(e);
        }
    }
}
#endregion

namespace Server
{
    public class ServerSystem : ComponentSystem
    {
        override protected void OnCreateManager(int capacity)
        {
            Debug.Log("ServerSystem Created");
        }
        override protected void OnUpdate()
        {
            Debug.Log("ServerSystem Updating");
        }
        override protected void OnDestroyManager()
        {
            Debug.Log("ServerSystem Destroying");
        }
    }
}

namespace Client
{
    public class ClientSystem : ComponentSystem
    {
        override protected void OnCreateManager(int capacity)
        {
            Debug.Log("ClientSystem Created");
        }
        override protected void OnUpdate()
        {
            Debug.Log("ClientSystem Updating");
        }
        override protected void OnDestroyManager()
        {
            Debug.Log("ClientSystem Destroying");
        }
    }
}