I think you should consider yourself as "friends", taking one as a "pet" can harm it, because it might become dependant on you, with the risk of it stopping to look for food alone.

If you feed it sparingly it should be fine, but be careful of how it act around you, animals sometimes change their perspective on other humans too and might get into trouble or worse, like getting into an accident, if you're in a place with lot of dangers, like cars or other potentially aggressive animals.

I too like to interact with crows, sparrows and rabbits (not many squirrel where I'm from), but I tend to avoid doing it as an habit, at least with the food.

BTW: super cute video, it's fun to see animals socialize with people. 😍