Just because your tegu can kill that rodent and because it could deal with any parasires it may get fromitdoesn't make it a really good idea.
Remember:
1. A few generations of captive breeding have not changed tegus or other reptiles. They are still wild animals as "god" created them. Tegues can kill small mammals and host a certain parasite load with little or few ill affects.
2. Every wild animal carries a certain parasite load. These parasites may have little or now effect on a healthy host. But if said host becomes injured or ill or in some manner compromised the parasites may significantly contribute it that host's demise. This is one reason that captive bred animals are superior pets. Why put your tegu in that position.
Just my thoughts,
Brian