Wild animals have a flight threshold within which, as you approach them, they will not let you get any closer and if you cross it then it will trigger a flight response.
It is based upon a flight from threat response that in turn is based upon a required escape distance from a potential predator. That is why you often need long lenses plus stalking skills and equipment to do wildlife photography.
So these little guys, in the pictures here, live in the local woods and are accustomed to humans and their dogs blundering noisily about, making them wary. Their usual tactic when homo sapiens or their canine friends break their flight threshold is to leg it for the nearest tree and zoom up it vertically whilst simultaneously nipping round the back away from the perceived threat.
So, did I need to build a hide or maybe get some cammo clothing, nets and covers to get these pics? Well for some really shy species I would but not for these squirries. The secret was simply to approach them very quietly and slowly, find their flight threshold, stop just outside it and indeed use a long-ish lens. Not long enough really on this particular day but I used what I had with me, ho hum.
The squirrels have two different reactions when you trigger their flight threshold. If you are moving slowly and casually they will simply open up the distance between you to re-establish the threshold. If, however, you are moving too quickly they will flee for the nearest tree. Patience is the watchword.
Thus, though their threshold is always about the same their reaction is different depending on the speed at which the perceived threat is approaching and you need to be aware of this.
I really needed a longer lens than I had available at the time so that I could get closer, so I will go out and repeat the process some time with something more powerful when circumstances allow. It's a lot of fun.
Finally a word about baiting. One way to easily get arms length close up to greys is to feed them regularly typically with peanuts, so called baiting. Please don't. Feeding raw peanuts to squirrels can have serious consequences and can even be fatal if peanuts compose a large and constant part of their diet. Also befriending squirrels can be problematic because they can lose their innate fear of humans and become aggressive. As cute as they may look, grey squirrels have sharp teeth and claws that are not cuddle friendly.