Must have been a 'depression era' thing. Nothing going to waste.
I believe there is some truth in this as we use to hunt a farm that had a lot of coal. The Patriarch's name was Enslym Winfield. He and his family survived by mining and selling coal during these hard times.
They also shot and ate just about anything that walked on there property. ..
At the end of a day's hunt, on his property, he asked us what we did with the heads. We kids looked at each other, a bit perplexed. Anyway, he requested the heads and we were glad to oblige. On a following hunt, he invited us to have a bowl of squirrel head soup. We politely declined as we had just eaten and weren't hungry. .... Right !!!
Be Safe !!!