Plant daffodil bulbs in wire mesh cages. This will protect them from being dug up from above or below. Special bulb cages are available from nursery companies that specialize in the sale of bulbs.
Place jagged shells, rocks or gravel all around the bulbs in the planting hole. The jagged pieces will deter the rodents from further digging.
Spray the bulbs with commercially available rodent repellent before planting. This method is effective the first winter after planting, but it does not work as well in subsequent years.
Install a fence around the planting site. To deter tunneling rodents from gaining access, bury the lower edge of the fence about 12 inches beneath the surface.