Normally they do not groom each other,but this little family has stayed together,which is too unusual.
But I read most Squirrels will find one or more Squirrels to cuddle up with when it gets cold.
My cats are so used to them,they don't even flinch or try to catch them.
We've seen them outside almost side by side and they just look at each other
Bailey on the other hand,will chase them