Not to be rude, by why would you leave them unsupervised even for a second? I’m sorry, but if you have them in a pen outside while you’re inside, it takes 5 seconds for a hawk or another large animal to take them away without hesitation. You’re lucky it was just a squirrel, and you’re lucky they weren’t afraid. If you’re going to keep putting them outside put a top on the pen and lodge the pen in the ground to prevent anything from borrowing in or out.

Could you make a roof for the pen? Some type of netting to prevent both the squirrel and birds of prey, roaming cats etc from accessing the pen? I’m pretty sure the squirrel will come back because it has found easy access to food in the pen and squirrels are extremely good at remembering where they’ve found food.

Squirrels are not vegetarians, they eat birds’ eggs and baby birds etc so they often have intestinal parasites and could contaminate the bun area with their feces. So I’d try to stop the squirrel from getting in there. Grey squirrels can also have burrowing mites of a species that can infest rabbits (Notoedres centrifera). http://www.sciencedirect.com/science/article/pii/S221322441300028X