Time and patience. Start in a public park or somewhere where the squirrels are used to seeing people. Stock your pockets with unsalted hazelnuts (a favorite, and healthier than peanuts). Start leaving them where you can watch the squirrels eat and gradually move closer over a period of days and weeks.

Most urban squirrels will come to you pretty quickly. I can often get them to climb up my legs to get treats from my hands. Wear thick pants and possible gloves...I've never been nipped but it's good for hygiene, etc.

For a super treat, I make them cookie bars: Melt 2 cups each beef suet and unsalted peanut butter, mix in 4 cups sunflower seeds, nuts, dried fruit, cornmeal until it makes a thick batter. Press into a pan, chill and cut into squares. Squirrels flip out over it.