Squirrel

The girls just made a lot of noise, which they usually do after laying. When I went out to them, there was a squirrel being chased by the girls, they did manage to get a few pecks in when it missed it's grip and landed in the little shrub in there  and got out again before I got in. The girls were none the worse for it and happily tucked into their mixed corn I'd bought them. I don't think it will try that again, but being new to chicken keeping, what are the dangers involved with the squirrel getting in there? Will it be after the eggs/food? do they carry anything the girls might catch? I know they are rodents, will they hurt/attack the girls?
Thanks in advance
Jan

We are plagued by grey squirrells. They come down from the woods behind our house to raid the wild bird feeders, dig up the bulbs from the pots, and have destroyed the felt on my shed roof! The best answer to them we have found is a .22 air-rifle aimed from the bedroom window!

Thanks all,
The way they went for it I didn't think it would harm the girls 

It's getting in at one corner where the roof mesh isn't quite nailed down well. I'll be re-doing the roof when the sun returns.

Thanks Jan