Pesky Squirrels will eat just about any birdfood, including live and dried mealworms! You best bet to deter them is to put your feeders on a surface they cannot climb (like a window) or use a feeder with a cage.
Hot tip of the week is how to keep grey squirrels off your nuts!
She recommends adding hot spices, such as chilli and cayenne pepper, to your bird feed. Squirrels suffer the same way men attempt to eat the hottest vindaloo on the menu - no long term damage, but plenty of short term burning!!! It can take up to a fortnight for the squirrels to get the message that they aren't welcome at your bird table, but eventually, you should have squirrel free feeders. Birds, however, are completely unaffected by the hot spices as they do not have the same taste receptors as mammals.