Preheat oven to 350°F.
Lightly coat squirrel pieces with olive oil and sprinkle with the Spicy Chipotle Rub (or rub of your choice). Lay squirrel pieces in a single layer in a baking pan. Bake for 30 minutes.
Combine the barbecue sauce, garlic, and sesame oil. Liberally or to taste, brush on meat. Continue to bake for 30 to 60 minutes more, or until meat is fork tender and pulling from the bone. Baste with additional barbecue sauce to taste.