You're in Kentucky - heck, there's plenty of people that eat squirrel, let alone the dogs
If you've already got him on HW and flea/tick prevention, most of those have a broad spectrum wormer that will take care of most issues with raw wildlife like rabbits and squirrels.
My dog likes the occasional bird if he can catch 'em and has never had any issue.
If you notice upset stomach later, just ask the vet for a wormer and tell the vet he ate a squirrel so the vet can choose the right type.