What's the best way to cook them that you've found?
Honestly for gray squirrels I like to deep fry them. They stay pretty tender and easy to cook this way.
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Fried
Put them in a pressure cooker (instant pot) with salt/pepper and a little water or broth of your choice and pressure them for about 25 minutes. Let them cool then pick the meat from the bones and use it for any recipe you would for shredded chicken, e.g. tacos, spaghetti, pulled “squirrel” with some bbq sauce….whatever you like. The best tasting meat in the woods IMO
One of the best squirrel recipes I've ever made: https://honest-food.net/squirrel-stew-recipe-paprika/