Not a good idea. There have been posts on this before. Some of the reasons I remember being mentioned included the parasites that you mentioned, but also more generally that you have NO idea where that animal has been or what it has been doing. Eating poison? Or just coming into contact with it externally?

Even if not something that could immediately harm your snake, you don't know how healthy the wild animals are, and you therefore don't know how high quality the diet you would be feeding your snakes is.