Mammals tend to absorb lead into the tissues of the brain.
It does find it's way through most of the tissues in the body but the biggest (and ultimately fatal) accumulation is in the noggin.
Also bear in mind that the lead is going through the furball's body in shards or chunks and not dust (or in a more easily absorbed compound.)
Unless you intend eating the squirrel's brain, or an awful lot of squirrel meat, then you're probably okay.
I've been passing lead shot through my system for years and the only side effect is the jingling in the bottom of the pan after a game supper. Note to self- is this how 'Panning for Gold' was discovered?