Cut each squirrel into 8 pieces. Brown squirrel in lard in a stock pot until lightly browned. Remove from stock pot; drain well on paper towels. Add onion to stock pot; sauté until tender. Add squirrel, tomatoes, lima beans, corn, water, Worcestershire sauce, salt, and pepper; stir well. Cover and bring to a boil.
Add a small amount of hot liquid to flour, stirring to make a paste. Add to stew in stock pot, stirring until blended. Reduce heat; cover and simmer 1 hour or until squirrel is tender.