My mate also from UK found out the hard way that possums are much more aggressive than squirrels when we were in oz , he approached one in a tree and it chomped his finger big time lol
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never tried possum or coon, but squirrel is tres bon (a lot like dark chicken), especially in Dutch style pot pie (like frogs, you typically only eat the leg meat)
Just last night we saw one running across our back fence. At first we thought it was a huge squirrel until we looked closer >.< I think they are cute in a hideous way.