Soaking them in a brine of salt water (NOT "Iodized salt! Don't need the metallic taste of the Iodine!) for couple hours helps break-down the lactic acid in the muscle fibers, and gets rid of a lot of the 'gamey' taste for most. Use Kosher or Sea Salt instead.
Cook using any meat recipe!
I made Squirrel Sheppard's Pie last year, and it was a hit!