I have a bunch of wild quail that come steal food from my chicken's feeder. I used to have a waterer and feed dish just for them, but they are perfectly content just stealing from the chickens and the chickens pay them no mind so I stopped and just accept that my chicken's feed bill is going to include a bunch of quail too. Depending on time of year there can be anywhere between a half dozen and somewhere pushing 30. I like having them around, so I don't mind.
We definitely need pics.
Yeah, if there's no visible issues, it's no problem! Hypothetically it could be carrying diseases, but if your chickens are exposed to wild birds and the droppings thereof, they're exposed to said diseases anyway.