It's not just terriers either. My Border Collies have killed wild creatures in the past when they've had chance and they aren't bred as hunters, they are bred as herders.

Yes, it's always unpleasant when they do it. I'm sorry you had to go through it. You were right not to tell Fenway off because he'll never understand why he shouldn't kill prey when he has the chance anyway. The only thing you can do is avoid possible opportunities for him to do it like not going near the holes as you said and then just hoping he doesn't come across another creatures to kill.

I just remind myself that the dogs are dogs same as cats are cats and will kill things if they get chance.