We would say: "The worst question is the one not asked" or "The worst question is the one *that* is not asked." (sounds more formal) Note that "question" is singular, so we wouldn't use "those".

The worst question is that which is not asked. Those is plural, so you could say: The worst questions are those which are not asked.

The worst question is the one which is not asked. The worst questions are those which are not asked Just a case of singles and plurals.

There is actually a saying in the United States. It applies to a situation, perhaps in a classroom, when a student is afraid to ask a simple or unsophisticated question, for fear of sounding stupid. Gathering his courage, he says, "I hate to ask a stupid question, but..." And the teacher says "Go right ahead. The only stupid question is the question that is not asked." Other people have given answers that are correct and natural, but with regard to word choice and meaning, I would suggest using "stupidest" rather than "worst," because it makes clear what is meant by a question being "bad."

"The worst question of all is the one that's never asked," is how I would say it.