If you use a shotgun, try loads with #4 or #5 shot, as those sizes will usually pass completely through leaving no shot in the meat. I've a lightweight double that I loaded up 1 ounce and 1-1/8 ounce rounds at 1150 fps and there's been no pellets left in the meat that l could find.

I've hunted squirrels with shotguns, air rifles, and rimfire rifles; .22 lr with subsonic hollowpoints is my preference and what I mostly stick with anymore. Quiet, accurate, plenty of reach and inexpensive. Ammo is light to carry, and if you happen to be in an area with no squirrels found you can always do some "plinking" to keep from things being boring.