When Gandalf first arrived at Isengard to survey the scene and get news from Treebeard, he did not, in fact, know that Saruman was in possession of a
palantír yet. For that reason, I can't fault Gandalf for not ordering Treebeard to restrain Wormtongue upon his arrival and not allow him into Orthanc.
I can see the potential for harm there, but even if Saruman had tried to do what you suggest, I don't think Merry and Pippin would have been in any real danger at that point.
Quote:
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'Oh yes, I forgot about (Wormtongue),'said Pippin. He did not get here till this morning.'
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TT Flotsam and Jetsam
Even if Wormtongue had told Saruman of the hobbits' presence, as he no doubt did, and Saruman immediately contacted Sauron, I don't know if even a Nazgûl would have had time to get to Isengard before the arrival of Gandalf
et al.
Also, would the Ents have allowed a single Nazgûl to make off with Merry and Pippin?