I wouldn't be embarrassed. Those squirrels were probably wild caught (vs factory farmed), and the fact that they didn't waste the brain shows their resourcefulness.
Those are,after all, the same things we (rightfully) laud in the consumption of other types of more normative food animals. Just because it's a squirrel shouldn't change that.
EDIT: Added editorial wording to second paragraph.
Absolutely. Though as someone who has eaten squirrel (WV native. Yes it tastes like chicken.), I am amazed that someone took the time to get the brains out and eat them. It takes several squirrels to make a decent meal. I can't imagine how many it would take to have a substantial amount of what must be very small brains.
Those are,after all, the same things we (rightfully) laud in the consumption of other types of more normative food animals. Just because it's a squirrel shouldn't change that.
EDIT: Added editorial wording to second paragraph.