The state of Colorado does not allow fur trapping of any sort. And the discharge of firearms within city limits will also make things difficult for you. So without trapping or shooting squirrels, I'm not sure how you're gonna eat them. Although, I could check the small game regulations for you regarding the box traps (Hav-a-Hart type). Not sure if you'd be allowed to kill them after live trapping. You'd probably still need a small game license.
And the primary squirrel you see in towns is the fox squirrel, which is classified as a small game animal, not a varmint or pest or non game animal like a mouse.

Naturally I wouldn't propose using firearms in the city to shoot squirrels. Neither would I propose a leg trap. However, I am aware that Havahart traps do catch squirrels.

Meanwhile, it seems you are correct that the city squirrels are fox squirrels, and thus regulated by the State. And I see from the DOW website that fox squirrels may be hunted with a license, but only between October 1 and February 28, which is not an ideal period for gardeners to rid themselves of these pests as gardeners are not doing much outdoors in winter.

Also, I see in a booklet published by DOW entitled 2009 Small Game Hunting, p3 under Illegal Hunting Methods a prohibition against using bait, which makes the Havahart trap useless.

I can teach you how to clean and cook squirrels. Air rifles firing pellets work as well as a firearm to kill squirrels and some towns will let you shoot an air rifle in your yard.

smytyk is right about the air rifles. The problem is probably city ordinances.

I got in trouble for shooting my BB gun in Westminster as a teenager. They considder air rifles as fire arms in most cities.

why would you eat squirrels for the love of god go buy a $2.00 steak or even a t.v dinner. I can see someone hunting them for control issue but not eating them

I once cooked a squirrel and ate it......well some of it.....I'd have to be REALLY hungry to eat another one. Seriously I'd have to be near death hungry to eat another one.

I have ate more squerlls then I can count . Put em in a crock pot with some rice and gravy and their great. As for eating them outside of season... I usually wait untill we get a hard freeze to eat any small game mammal. Rabits and squerrls can carry fleas and ticks along with lots of other nastys during the summer.

You "guys" call yoursellf outdoorsman and your scared to eat a little squerll

Dude try some rump roast in the crock pot, you don't know what you're missing! I guess I only like stuff that tastes good. Call me crazy.

Haven't had a squirrel in yrs. Grew up eating the fat little buggers- just have to brown em in the skillet, then make the gravy as mentioned and throw it all in the oven until tender. Delicious...