Until we know more about TSE's it would seem wise to hold off on all those wild animal brain based delicacies. It seems likely that many organisms may have such TSE's but if the species lifespan is only a few years it may be much shorter than the time it takes the prion protein to multiply up to the level that causes symptoms.
Following the observation of an unusual cluster of Creutzfeldt-Jakob cases in Kentucky, the suggestion was made that these may have arisen due to the consumption of squirrel brains - apparently a regional delicacy.
These observations, together with recent concerns about the transmission of a unique encephalopathy in man believed to be related to bovine spongiform encephalopathy led us to examine the possible association of eating squirrel brains with CJD in rural Kentucky, where eating squirrel and other small game is not uncommon. Culinary preparations include scrambling the brains with eggs or putting them in a meat and vegetable stew referred to as “burgoo”.
Normally I dislike the very dry style of scientific writing but this paper, Creutzfeldt-Jakob Disease and eating squirrel brains, contains the following gem:
'(C)aution might be exercised in the ingestion of this arboreal rodent.'
Following Mike Huckabee's revelation that he ate squirrel (cooked in a popcorn popper!) in college Slate investigated.