Pan-Fried Squirrel with Onion Gravy

Ingredients

• 4 squirrels, cut into fifths (4 legs and saddle)
• 1 cup buttermilk
• 1 egg, beaten
• 3/4 cup cornstarch
• 2 cups all-purpose flour
• 2 teaspoons kosher salt
• 2 teaspoons paprika
• 2 teaspoons freshly ground black pepper
• 2 teaspoons onion powder
• 1 teaspoon baking powder
• 1/2 teaspoon cayenne pepper
• 1 quart peanut or canola oil
• 2 sprigs fresh thyme and rosemary, tied together
• 1 finely minced onion
• 1 leek, thinly sliced
• 1 shallot, thinly sliced
• 1/4 cup all-purpose flour
• A few pinches of fresh grated nutmeg
• 2 1/2 cups whole milk
• 1 tablespoon coarsely ground black pepper, plus more to taste