You might have seen the Baby Squirrel Care guide from Henry’s Healthy Pets. It has a lot of helpful information.
https://www.henryspets.com/1-basic-setup/
If these puncture are tiny and appear superficial I would not treat unless you think a cat caused them. If they are from a cat, I would treat. If not I wouldn’t treat because it’s pretty common for baby squirrels to have scratches and superficial wounds from falling out of trees.
Unfortunately, yes, you will need to feed through the night. Pinkies are fed about every 2-3 hrs. Do you have a weight? Weight determines when they can go through the night without feeding.