Been awhile, but...
Skin them (no need to gut).
Seperate leg bones at body from underside, then fillet leg part along the back of the meat.
Cut the flap connecting front & rear in the center area.
Fold flap over onto leg with a fresh scollop under the wrap, spirel a bacon strip around leg and pin it all together with a soaked tooth pick.
Dip in favorite sauce and B-B-Q until beacon is done but not crispy (fast/ hi heat, don't overcook scallop).
I like these with roasted red peppers, grilled squash, followed with coconut covered pineapple roasted on the grill.
Poor man's Surf & Turf.
Warning, less than 1 full squerrel per person is unacceptable.