How to have the same url structure for both a CPT and a Taxonomy?

There is no easy way, because it will cause conflicts. This means you have to solve those conflicts yourself and implement some logic, that will determine what to show.

Here’s sample approach:

add_filter( 'term_link', 'repair_categories_link', 10, 3 );
add_action( 'parse_request', 'repair_links' );
add_action( 'pre_get_posts', 'repair_query_post_type' );

// First we have to modify links for categories
function repair_categories_link( $url, $term, $taxonomy ) {
    if ( 'worksheets_category' == $taxonomy ) {
        $url = str_replace( site_url( '/worksheets_category/' ), get_post_type_archive_link( 'worksheets' ), $url );
    }
    return $url;
}

// Then we have to solve conflicts - if given category exists, show category and not a post
function repair_links( $wp ) {
    if ( array_key_exists( 'worksheets', $wp->query_vars) && $wp->query_vars['worksheets'] ) {
        if ( term_exists($wp->query_vars['worksheets'], 'worksheets_category') ) {
            $wp->query_vars['worksheets_category'] = $wp->query_vars['worksheets'];
            unset( $wp->query_vars['worksheets'] );
            unset( $wp->query_vars['name'] );
            unset( $wp->query_vars['post_type'] );
        }
    }
}

// And we have to fix post type 
function repair_query_post_type( $query ) {
    if ( ! is_admin() && $query->is_main_query() && get_query_var('worksheets_category') ) {
        $query->set( 'post_type', 'worksheets' );
    }
}