Wild birds are of course, a vector for all kinds of avian diseases and parasites. They get in the chickens feed, water in some cases, coops and surrounding area. I look at them as part of the natural background and important in that they contribute to your flocks immunity/health. I have my coop closed with hardware cloth so the wild birds cannot just fly in, but they can still get in and do. A healthy flock is your best defense. It is natural for chickens to be exposed to all the local fauna. Squirrels eat feed, gnaw on things, give cover to any local rat population and in some ways attract other predators, but I don't think their parasites would transfer to chickens. You don't want them in your coop for good reasons. Roundworms are transferred through droppings, and are generally always present in the back yard. I would not treat for anything more than every 6 months unless you have some kind of exceptional issue. Remember, all these "treatments" are really mild doses of poisons targeting lesser organisms on or in one large food producing organism (the chicken). I would just keep an eye out as you have, and you will be able to judge how often your flock needs tx. Routine habits that keep you well informed of the condition of your birds, is your best defense. Learn about feathering, eyes, throat, gut, vent.... all the signposts.