I have a 'squirrel-proof' bird feeder, and have occasioanally found a squirrel inside. It's not that easy for squirrels to get in, or out. I have simply chased the squirrel off, and the problem has gone away.
Squirrels eating bird food can be a problem. The solution recommended by the RSPB is to dust the bird food with chilli powder. Chilli powder is harmless to birds but makes the food repulsive to rodents.