From the Kentucky wildlife specialist Dr. John Cox:
"If the borrow is the size of a regular orange, then perhaps a long-tailed weasel. It’s possible that a mink could be responsible as well, but sounds like the hole might be a bit too small for this larger member of the weasel family. Both of these species have long, slender and flexible bodies and are known to prey on wild and domestic birds. Members of the canid family, like fox and coyotes, are much less flexible, and typically dig a larger hole (8-24”) under pens to get to domestic livestock."
Suggest you review the factsheet at http://www2.ca.uky.edu/agcomm/pubs/ID/ID245/ID245.pdf
There is also a webinar on the topic at https://learn.extension.org/events/2837 from another wildlife person at the University of Kentucky, Dr. Matt Springer.