I like using a .410 for close squirrels. Pattern your gun, but mine is full choke and likes 3" 5s and 4s (federal). Under 30 yards, its coming down from that tree. Some guns need 6's to keep a good dense pattern, doesnt matter.. any shot size from 7.5-4 have enough penetration to kill a squirrel sub 30yds. Aim for the nose and you will be fine!
Beyond 30yds is rifle time for me anyways, so it all works out good.