I suggest this simple method, which allows what you need: collect the intestines with parasites and process them later.

Article A quick and simple method, usable in the field, for collecti...

Thank you! That sounds indeed very interesting. I will look into it.

When I worked for David Cone we would freeze samples and necropsy them later. Makes it difficult to see smaller species but you can avoid formalin.

Freezing worked just fine for our research. In our case, the animals (mice) were used for genetic research in another city but were transported frozen to us and kept in a freezer until we were ready to work on them. After thawing them we used a similar procedure to the one Mr. Justine described in his paper above, and Heligmosomoides worms in particular were easy to notice and extract when the contents of the intestinal tract were viewed under a stereo microscope. 

If you want to do pathology and histology then preservation in 10% buffered formalin following Humason's Animal Tissue Techniques. If you want to do necropsies then freezing is best for future identification of parasites. Fresh necropsies are always preferred.

freezing is preferred

Fresh samples are always better than frozen ones for later necropsy, histology and molecular analysis. Samples subjected to many freeze-thawing sessions are worse for that purpose.