Throw them in an insta pot to tenderize. At 40 minutes in mine you cant even pick the bone up without meat falling off, so 20 minutes should be perfect. Then do whatever you want. Traditional country frying with some country gravy and biscuits, or try using your favorite wing sauce. I like using the BWW garlic parm or texas pete buffalo and pair with some Arby fries.
I also tried the squirrel roll up recipe from MeatEater and it was quite good. Try any recipe you would use for dark meat chicken and you should be happy with it.
I hunt a lot in the MS delta for squirrel and get a good side-by-side comparison of fox squirrel and eastern grey. I can't tell a difference in taste or toughness personally. They both eat great and anyone who has not tried them is missing out.