NEW YORK - Local radio station WOR's wandering deejay Jean Shepherd has officially signed a one-year contract with veepee-manager Bob Leder, and starts a Sunday night show (9p.m.-1a.m.) for Sweetheart Soap this week. The station has also sold the jock to the Linguaphone Institute, and is looking for other advertisers with egghead audience products. However a cautious note was sounded Friday by WOR publicity chief Dick Jackson when he warned: "Listeners are urged not to miss a single minute of his (Shepherd's) program. Who knows when he will be fired again?"