I just started another comment, then realised that I didn't really know what I was talking about anyway. This is a leaflet from DEFRA about controlling urban squirrels, but it's not too clear on what you are allowed to do with them without a licence. It seems that if you deliberately trap them you're not allowed to re-release them, but I'm not at all sure that that's the same case as letting one out of a bird feeder. They're certainly protected from 'ill-treatment', whatever that means exactly.
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I think it means you are allowed to them over the head with a shovel but you're not allowed to enjoy it
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I'll get my coat
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Even rats with tails.