From some of the hunters I know, grey squirrels aren't protected like the reds and they say squirrel stew is quite tasty. But we hear the grey squirrel population is out of control whereas the problem with rabbits is now under control so many hunters are switching to the greys.
warning would have been nice, theres another video where some guy guts a rabbit by squeezing it then swinging it to get rid of all the guts to just fall out. Handy to know, but yes a warning about content of the video would have been nice.