Once skinned any holes where shot did not pass through can be studied for most economical way to cut a slit to retrieve shot and any hair driven into hole. kinda like taking out a sliver broke off deep in muscle or a pinfeather if that helps make sense. 20 guage should be fine. unless they are real close you may not have much shot to deal with. If 20 has a full choke at close range a squirrel or two will show if you want to aim(i know aim a rifle,point a shotgun)at head or 3 or 4 inches above.
A salty water bath in fridge over night helps blood shot holes rinse out with cold water.
Parboil older squirrels before cooking. Young squirrels(ribs very flexible and not hard boned yet)a favorite for oven frying carefully (less time,plenty of butter)like chicken.
Teach them kids right! Have fun.