I started training my pup to "give it" from the get go & every dog should learn a command to do the same. I don't think it's ever too late to teach them to "give it" , "drop" or whatever. And you don't necessarily need to train that command with a squirrel, any favorite toy will likely work better to start out with!
The point you need to remember is that once the dog does "give it", praise the dog then give the toy right back!
A dog will learn much faster & more willingly to "give it", once it realizes that he's only gonna "give" the toy up for a few seconds before getting it back! The first few times, praise or reward the pup immediately for "giving it", then let him have it back to enjoy a while. Keep it fun & he'll start bringing toys to you just so he can "give them" and get rewarded! (basic retrieving
)
The reason for giving the toy right back is that if the pup "gives it" and you take the toy (squirrel) away, then the pup will be hesitant to "give it" next time. Make sense?
Once he's got the "give it" part down, then you can get him used to you (the boss) claiming & keeping the toy. You, as the boss own everything, you just let him play with your toys, so YOU have the ultimate say in what he gets to play with...
But again, start off with making sure he learns what your command is FIRST, then move along & reinforce that it's YOURS.
That's why learning with a toy is preferable to using a squirrel, IMHO. By that time he sees another squirrel, he'll have learned the foundation of your command word & has no excuse NOT to "give it" back to the boss. If he doesn't, then you can get a little harder with him & impose your dominance over him if needed...
Curs are VERY smart and very sensitive, so they respond well to positive reinforcement and gentle correction. Being too harsh right off the bat will not go well for either of you. Give him the opportunity to learn you command & most likely he'll be happy to please you!!!
good luck!