I can tell you that an unfortunate end happened to a hamster in my home in the mouth of a Yorkie and a full grown blue and gold Macaw was de-feathered rather quickly one day while I was mowing the lawn. And the Yorkies had been raised with the bird and she could have seriously hurt them and she did not.
One of mine goes nuts when the mouse trap has a mouse in it. I live in an old home (130 years old) and I catch the mice in the live traps and set them free miles from home

but when I do, AJ the one in red in my avatar goes nuts, chattering teeth, drooling, whining, chirping to let me know one is in the trap and I know all 3 pounds of her would kill it in a new york minute!! Even this many years after this breed was made to do that job, many still have that very strong instinct.
I would pass on a ferret and get another puppy