Parasites can also be transferred by flies, fleas, picked up at shows...
It does them no harm to worm them in my experience, and we do pretty well at the shows, too.
How does a good diet keep rabbits free from internal or external parasites? Being properly fed is a good thing, but I don't see how that affects parasite load.
Yep, if you're giving it as a shot do it Sub-Q. I make a little tent out of the skin on the back of the neck/shoulder and jab it in. Or used to. I just put it on the skin now, like the flea preventative you use on dogs and cats, right between the shoulders.
We do ours about twice a year.