I always parboil them as above, then in a big pot put 2 cans of Campbell's Cream of Potatoe Soup, 2 cans water, 1/2 cup chopped celery, 1/2 cup chopped carrots, 1/2 tsp white pepper, 1/2 tsp salt and 1/4 tsp black pepper and let it simmer. After about 2 hours, smells and tastes great. My grandmother swore she'd never eat one of my "rats", so one afternoon while she and Grandpa were in town, I cooked up 8 or so this way. When they got home that afternoon, they came in and she said, "Oh, that smells so good! Can we have some?" Course, I didn't mention what it was but told her, "Sure!". As she was about 1/2 way through the 2nd bowl, it dawned on her that she didn't know what it was and finally asked. When I told her, she just said, "Who'd 'ave thunk it!" Needless to say, my squirrel no longer had to be kept in the back room fridge and she even cooked some for me.
This method works equally well with red squirrels and I use them up in this manner. No limit on those, so once I've bagged my Foxies for the day, I jump into the other side of our woods and hit the reds.