snails are nutricious treats no matter if pre-fed or not, due to the calcium and protein values they come with.
some people tend to mention detoxing snails however, which is an idea that giving a snail proper food for a few days or weeks will at least remove part of anything harmful and imrove nutritional value, pretty much exactly what gut loading insects means but with a modern word for it. it is a popular method and i also tried this, but i didnt have the money to feed the snails....they ate too much.
you may try to freeze or bake snails, i wont stop you

but then id recommend
https://en.wikipedia.org/wiki/Helix_pomatia these tasty looking ones. also suitable for human consumption.
parasites will always be in everything live you feed, be it insects or snails. being cautious never hurts.
take into mind that once you have fed your bluey a snail, you will be at risk of having to do a small vet visit at some point. or it will be all good and no problem at all.
in nature they would constantly be bombarded with parasites like this however.
feeding snails or not is entirely up to you. but i recommend ID ing the snail
