My Dad's method was spit the skin in the middle and pull both ways. Boy that is hard for me to do alone.
I read about a method where you cut through the tail bone from underneath by the anus and step on the tail, grab the bugger by the hind legs and basically undress him. Pull the skin to the head, then get your fingers underneath the skin on the legs and pull that to the feet, then cut off heads and feet and yer done.
Only problem is, as I age, the ground gets further and further away from me!
Back in high school, I made a squirrel skinner out of 10 ga hot rolled & 1/4" round stock.
I do like the nail idea, that way I can do it without having to bend over so much.
BTW, these babies are going to be boiled, de-boned and put into my "chicken" jambalaya