Start by mixing the flour, pepper, Cajun seasoning and salt in a shallow dish. Dredge the squirrel pieces well on all sides.

Reserve the leftover dredge for the gravy later. Heat 1/4 inch of oil or lard in a heavy skillet over medium-high heat. Brown the squirrel 6 to 9 minutes per side (depending on size of squirrel) or until the pieces are browned and crisp and nearly cooked through. Move the squirrel to an oven-proof dish and set aside.

Drain most of the oil from pan, leaving about 4 to 5 tablespoons of it and all the brown bits left from frying the squirrel in the skillet. Add 5 tablespoons of the leftover seasoned flour from the dredging process to the remaining oil over medium heat. Stir until flour is lightly browned.



Pour in the milk, stirring constantly to loosen any stuck-on bits from the bottom of the skillet. Continue stirring until the gravy begins to lightly simmer and just starts to thicken. Remove the gravy from the heat and pour over the squirrel in the baking dish. Spoon gravy evenly over all the squirrel pieces. The gravy will be a little thin at this point, but will thicken in the oven.



Place the dish in a pre-heated 350-degree oven and bake for 30 minutes. Serve with homemade mashed potatoes topped with some of the gravy.