They are very tough! You will only get any real meat off of the back legs, anything else is just a bit too much of an effort for not much return. I've done a few, as has Ratbag, and Rat found the best way to do it which I use myself now.
Squirrel on his back, pinch and cut through the skin where the leg joins the body. It is a loose flap. Once you have cut through that, take a pair of secateurs or use your knife to remove the foot, and then pull the leg through the hole you made. You may need to enlarge the hole, if the skin won't budge from the meat, use the tip of a sharp knife to just release the skin. Finely drag it along the skin where it joins the meat, it'll part nicely. You may have to do this quite a bit.
Once you have got the leg out of his trousers, you need to cut the leg off. Cut round with your knife through the meat to the bone, where you should be able to twist and pull the leg from the socket joint. Rinse in cold water to remove excess blood and fur, set aside for use or freeze for use later on.
Try and get the squirrels skinned as soon as you can, I'm sure it is easier before they curl up with rigour!