Yep, my 3 lead me around on a leash too, just around the perimeter of the house mostly sniffing,
Pookie will chase the bugs she see's,
I also got a couple of toads that live under my front step, steet lite out front is where they head at nite for the bugs,
toad was out early one morning, but the cat I had out didn't even notice, I think must of missed the scent, which was suprizing.
Poo-poo will run to the window and call out when one of the others is outside, it's almost embarassing because she's so loud, but it's too funny too.
Oldest cat is usually content to sit on the front step, but does walk around the yard a little more than the others.
Ive done it more to get them acclimated to finding the door if they ever do get out, so it's also a learning exersize,
like when we get back from the Vets, I have them on a leash in their carrier and let them out from the car so in theory they should be able to walk me to the front door, works most of the time but I sometimes find they walk around the house first.
You'll have to fill us in more on your 'squirrel friends', sounds like oyu've taken on quite a tall task, bless your heart!!!